/* lmeg *! VERSION 1.0 25/06/2012 */ VERSION 11.0 INCLUDE _std_large DEFINE _dlght 210 INCLUDE header HELP hlp1, view("help lmeg") RESET res1 DIALOG main, label("lmeg - Augmented Engle-Granger Cointegration Test") /// tabtitle("Main") BEGIN DEFINE _x _xsetbu DEFINE _y _top INCLUDE _bu_tsset TEXT tx_yvar _lft +30 120 ., /// label("Dependent Variable:") TEXT tx_xvar _vlx @ 300 ., /// label("Independent Variables:") VARNAME vn_yvar _lft _ss 120 ., /// label("Dependent Variable") VARLIST vl_xvar _vlx @ 300 ., /// label("Independent Variables") CHECKBOX ck_nocons @ _ms @ ., /* */ label("No Constant") /* */ option("noconstant") /* */ VARLIST vl_aux _ilft _ls 350 ., /// label("Auxiliary Variables") /// option(aux) TEXT tx_aux 380 @ 140 ., /// label("Auxiliary Variables") */ CHECKBOX ck_lags _ilft _xls _ckwd ., /* */ clickon("gaction main.sp_lags.enable") /* */ clickoff("gaction main.sp_lags.disable") SPINNER sp_lags _cksep @ _spwd ., /* */ label("lags") /* */ min(1) /* */ max(c(N)) /* */ option("lags") TEXT tx_lags _spsep @ _rbsprb ., /* */ label("Order of Lag Length") CHECKBOX ck_coll _ilft _ls 400 ., option("coll") /* */ label("coll: Keep Collinear Variables") END INCLUDE ifin PROGRAM command BEGIN put "lmeg " varlist main.vn_yvar main.vl_xvar put " " /program ifin_output beginoptions option main.ck_nocons optionarg main.sp_lags optionarg main.vl_aux option main.ck_coll endoptions END