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RE : Re: st: RE: Program ADF test with Perron's procedure


From   Myriam Nourry <myriam_nourry@yahoo.fr>
To   statalist@hsphsun2.harvard.edu
Subject   RE : Re: st: RE: Program ADF test with Perron's procedure
Date   Wed, 3 Oct 2007 17:44:44 +0200 (CEST)

I have succeeded to write the program with the help of
M. cox's mail. It is working !

Thank you very much for your help

Best Regards, 
Myriam Nourry

--- Austin Nichols <austinnichols@gmail.com> a écrit :

> I saw Nick's very complete response after I
> posted--but I notice one
> more thing worth fixing right away: the default for
> the Lags option
> should be 8, not -1, according to the first post.
> 
> On 10/3/07, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> >
> > Here is a hack.
> >
> > capture program drop adfperron
> > * NJC was here
> > *! adfperron v1 Nourry 03oct2007
> > program adfperron, rclass
> >        version 9.2
> >        syntax varname(ts) [if] [in] [,Lags(int
> -1)]
> >
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 



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