*! unitroot -- unit root tests *! version 1.0.0 Sean Becketti 5/5/92 program define unitroot version 3.0 local varlist "req ex min(1) max(1)" local options "Lags(int 4) Trend" parse "`*'" if (`lags' < 0) { di in red "lags() must be >= 0" error 99 } quietly dickey `varlist', lags(`lags') `trend' nof local l = -1 while (`l' < `lags') { local l = `l' + 1 local j = `l' + 1 local df`l' = ${S_`j'} } quietly ppunit `varlist', lags(`lags') `trend' di in gr _new " Lags tau Z(alpha) Z(t)" di in gr "-----------------------------" local l = -1 while (`l' < `lags') { local l = `l' + 1 local i = 2 + 2*`l' local j = 3 + 2*`l' di in ye %5.0g `l' _skip(3) %5.0g `df`l'' _skip(3) /* */ %5.0g ${S_`i'} _skip(3) %5.0g ${S_`j'} } end