📄 dfuller.dlg
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/*
dfuller.dlg
*! VERSION 1.2.1 02mar2005
*/
VERSION 9.0
INCLUDE _std_medium
INCLUDE _ht230
INCLUDE header
HELP hlp1, view("help dfuller")
RESET res1
DIALOG main, label("dfuller - Augmented Dickey-Fuller unit-roots test") /*
*/ tabtitle("Main")
BEGIN
DEFINE _x _xsetbu
DEFINE _y _top
INCLUDE _bu_tsset
TEXT tx_var _lft _top _cwd2 ., /*
*/ label("Variable:")
VARNAME vn_var @ _ss _vnwd ., /*
*/ label("Variable") /*
*/ allowts
GROUPBOX gb_opts @ _ls _iwd _ht13, /*
*/ label("Options")
CHECKBOX ck_noconstant _indent _ss _inwd ., /*
*/ label("Suppress constant term in regression")/*
*/ option(noconstant) /*
*/ onclickon(script noconstant_on) /*
*/ onclickoff(script noconstant_off)
CHECKBOX ck_trend @ _ms @ ., /*
*/ label("Include trend term in regression") /*
*/ option(trend) /*
*/ onclickon(script trend_on) /*
*/ onclickoff(script trend_off)
CHECKBOX ck_drift @ _ms @ ., /*
*/ label("Include drift term in regression") /*
*/ option(drift) /*
*/ onclickon(script drift_on) /*
*/ onclickoff(script drift_off)
CHECKBOX ck_regress @ _ms @ ., /*
*/ label("Display regression table") /*
*/ option(regress)
SPINNER sp_lags @ _ls _spwd ., /*
*/ min(0) max(1000) /*
*/ label("Lagged differences") /*
*/ default(0) /*
*/ option(lags)
TEXT tx_lags _spsep @ _sprb ., /*
*/ label("Lagged differences")
END
SCRIPT noconstant_on
BEGIN
main.ck_drift.disable
main.ck_trend.disable
END
SCRIPT noconstant_off
BEGIN
main.ck_drift.enable
main.ck_trend.enable
END
SCRIPT drift_on
BEGIN
main.ck_noconstant.disable
main.ck_trend.disable
END
SCRIPT drift_off
BEGIN
main.ck_noconstant.enable
main.ck_trend.enable
END
SCRIPT trend_on
BEGIN
main.ck_noconstant.disable
main.ck_drift.disable
END
SCRIPT trend_off
BEGIN
main.ck_noconstant.enable
main.ck_drift.enable
END
INCLUDE ifin
PROGRAM command
BEGIN
put "dfuller "
varlist main.vn_var
INCLUDE _ifin_pr
beginoptions
option main.ck_noconstant
option main.ck_trend
option main.ck_drift
option main.ck_regress
optionarg main.sp_lags
endoptions
END
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