*! rals 1.0.1 16may2026 *! Author: Dr Merwan Roudane *! Residual Augmented Least Squares (RALS) unit root and cointegration tests *------------------------------------------------------------------------------ * Master / information command. Invokes nothing by itself; provides a * one-stop banner and a routing table for the eight commands in the package. *------------------------------------------------------------------------------ program define rals version 14.0 capture mata: __rals_loaded() if _rc qui _rals_mata syntax [anything] [, Version About Help ] * no argument at all -> show banner if "`anything'"=="" & "`version'"=="" & "`about'"=="" & "`help'"=="" { _rals_banner exit 0 } * recognise about/help/version as either positional or option local first : word 1 of `anything' local first = lower("`first'") if "`first'"=="version" | "`version'" != "" { di as result "rals " as text "1.0.1 (16 May 2026)" di as text " Author: Dr Merwan Roudane " exit 0 } if "`first'"=="about" | "`first'"=="help" | "`about'" != "" | "`help'" != "" { _rals_banner exit 0 } * otherwise treat the first word as a rals subcommand name local valid "ralsadf ralslm ralslmb ralsfadf ralsfkss ralsbattery ralscoint ralsfadl ralsdiag" if !`: list first in valid' { di as error "{bf:`first'} is not a {bf:rals} subcommand." di as text "Available: " as result "`valid'" di as text "Type " as result "rals about" as text " for the full menu." exit 199 } local rest : list anything - first `first' `rest' end program define _rals_banner di as text "" di as text "{hline 78}" di as text " {bf:RALS} -- Residual Augmented Least Squares unit-root & cointegration" di as text "{hline 78}" di as text " Stata implementation of every test in the RALS family." di as text "" di as text " {bf:Unit-root tests}" di as text " {stata ralsadf:ralsadf} RALS-ADF Im, Lee & Tieslau (2014)" di as text " {stata ralslm:ralslm} RALS-LM Meng, Im, Lee & Tieslau (2014)" di as text " {stata ralslmb:ralslmb} RALS-LM with breaks Meng, Lee & Payne (2017)" di as text " {stata ralsfadf:ralsfadf} RALS-Fourier ADF Yilanci, Aydin & Aydin (2019)" di as text " {stata ralsfkss:ralsfkss} RALS-Fourier KSS Yilanci & Ozgur (2025)" di as text " {stata ralsbattery:ralsbattery} Run ALL unit-root tests at once on a single series" di as text "" di as text " {bf:Cointegration tests}" di as text " {stata ralscoint:ralscoint} RALS-ECM/ADL/EG/EG2 Lee, Lee & Im (2015, SNDE)" di as text " {stata ralsfadl:ralsfadl} RALS-Fourier ADL Yilanci, Ulucak, Zhang & Andreoni (2022)" di as text "" di as text " {bf:Diagnostics}" di as text " {stata ralsdiag:ralsdiag} Normality, linearity & RALS rho^2 diagnostics" di as text "" di as text "{hline 78}" di as text " Author : Dr Merwan Roudane " di as text " Version: 1.0.1 -- 16 May 2026" di as text " Help : {help rals} -- Quick start: type {bf:doc rals_demo.do}" di as text "{hline 78}" di as text "" end