program define pswdiff
version 2.1
* Do NOT use with: constant, seasonal dummies, polynomial terms
* Do not use this version with lag of dependent variable
        mac def _varlist "req ex min(2)"
        mac def _if "opt"
        mac def _in "opt"
        parse "%_*"
        parse "%_varlist", parse(" ")
        mac def _lhs "%_1"
        mac shift
        mac def _rhs "%_*"
    while "%_1" != "" {
         mac def _c=%_c+1
         mac def _new="diff%_c"
         gen %_new=%_1[_n-1]+%_1[_n+1]
         replace %_new=%_1 if _n==1
         replace %_new=%_1 if _n==_N
mac shift
}
        reg %_lhs %_rhs diff* %_if %_in, nocons
        testparm diff*
        cap drop diff*
end