dfgls.dlg

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/*
  dfgls

*! VERSION 1.0.1  15jul2004

*/

VERSION 8.0

INCLUDE _std_large
INCLUDE _ht220
INCLUDE header

HELP hlp1, view("help dfgls")
RESET res1

DIALOG main, label("dfgls - Perform DF-GLS test for a unit root") /*
		*/ tabtitle("Main")
BEGIN
/*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+---*/
  DEFINE _x _xsetbu
  DEFINE _y _top
  INCLUDE _bu_tsset

  TEXT     tx_var            _lft      _top      _cwd1     .,           /*
                */ label("Variable:")
  VARNAME  vn_var            _lft      _ss       _vnwd     .,           /*
                */ allowts                                              /*
                */ label("Variable")

  GROUPBOX gb_opt            _lft      +35       _iwd      _ht10,	/*
		*/ label("Options")
  CHECKBOX ck_maxlag         _ilft     _ls       _ckwd     .,		/*
		*/ label("")						/*
		*/ clickon("gaction main.sp_maxlag.enable")		/*
		*/ clickoff("gaction main.sp_maxlag.disable")
  SPINNER  sp_maxlag         _cksep    @         _spwd     .,		/*
*/ label("Highest lag order for Dickey-Fuller GLS regressions")/*
		*/ min(1)						/*
		*/ default(4)						/*
		*/ max(c(N))						/*
		*/ option(maxlag)
  TEXT     tx_maxlag         _spsep    @         _cksprb     .,		/*
*/ label("Highest lag order for Dickey-Fuller GLS regressions")
  CHECKBOX ck_notrend        _ilft     _ls       _ibwd     .,		/*
*/ label("Series is stationary around a mean instead of around a linear time trend") /*
		*/ option(notrend)
  CHECKBOX ck_ers            _ilft     _ms       _ibwd     .,		/*
		*/ label("Present interpolated critical values from Elliot, Rothenberg, and Stock (1996).")/*
		*/ option(ers)
  TEXT     tx_ers1           _indent2  _vss      _inwd     .,		/*
		*/ label("By default, interpolated critical values from Cheung and Kim (1995) are given.")
END

INCLUDE ifin

PROGRAM command
BEGIN
	put "dfgls "
	varlist main.vn_var
	INCLUDE _ifin_pr
	beginoptions
		optionarg main.sp_maxlag
		option main.ck_notrend
		option main.ck_ers
	endoptions
END