*! mvardlurt_multivariate_p version 1.1.2 03oct2026 *! predict after mvardlurt_multivariate: predict newvar [, xb | residuals] *! Both refer to the dependent variable D.y of the ARDL regression. capture program drop mvardlurt_multivariate_p program define mvardlurt_multivariate_p, sortpreserve version 14 syntax newvarname [if] [in] [, XB Residuals] if "`e(cmd)'" != "mvardlurt_multivariate" { di as err "last estimates not found" exit 301 } if "`xb'" != "" & "`residuals'" != "" { di as err "specify only one of xb and residuals" exit 198 } _mvardlurt_multivariate_load local mode 1 if "`residuals'" != "" local mode 2 marksample touse, novarlist tempvar es qui gen byte `es' = e(sample) qui tsset sort `r(timevar)' qui gen `typlist' `varlist' = . local mvu_err "" capture mata: mvu_predict("`es'", "`varlist'", `mode') if _rc | "`mvu_err'" != "" { capture drop `varlist' di as err "regression objects are no longer in memory (was Mata cleared?)" di as err "re-run mvardlurt_multivariate" exit 498 } qui replace `varlist' = . if !`touse' if `mode' == 1 label var `varlist' "Fitted values of D.`e(depvar)'" else label var `varlist' "Residuals of D.`e(depvar)' equation" end