*! _aardl_samcv - Sam, McNown & Goh (2019) critical values for the F-test on *! the lagged levels of the independent variables (F_ind) *! Version 2.0.0 - 2026-08-28 *! Author: Dr. Merwan Roudane (merwanroudane920@gmail.com) *! *! Tables 1 (Case I), 2 (Case III) and 3 (Case V) of *! Sam, C.Y., McNown, R. & Goh, S.K. (2019) "An augmented autoregressive *! distributed lag bounds test for cointegration", Economic Modelling 80, *! 130-141. *! *! Layout of each stored table: 48 rows x 14 columns. *! rows = 4 sizes (p = .010, .025, .050, .100) x 12 sample sizes *! (N = 30,35,...,80 and the asymptotic row, coded N = .) *! cols = k = 1..7, each as an I(0) lower-bound / I(1) upper-bound pair. *! *! Two printed values in the source tables are internally inconsistent with *! their immediate neighbours and are corrected here (documented in the help *! file under "Critical values"): *! Case III, p = 0.025, N = 45, k = 3: I(1) printed 4.34 -> 5.90 *! Case V, p = 0.025, N = 30, k = 3: I(0) printed 3.17 -> 3.64 *! *! Cases II and IV are not tabulated by Sam et al.; the command falls back to *! the adjacent tabulated case and says so. capture program drop _aardl_samcv program define _aardl_samcv, rclass version 17 syntax , CASEval(integer) K(integer) N(integer) local usecase = `caseval' local approx = 0 if `usecase' == 2 { local usecase 1 local approx 1 } if `usecase' == 4 { local usecase 5 local approx 1 } if !inlist(`usecase', 1, 3, 5) { local usecase 3 local approx 1 } if `k' < 1 | `k' > 7 { return scalar ok = 0 exit } mata: _aardl_samcv_get(`usecase', `k', `n') return scalar ok = 1 return scalar usecase = `usecase' return scalar approx = `approx' return scalar nused = r(nused) return matrix cvmat = _aardl_samcvmat end version 17 mata: real matrix _aardl_samtab1() { string scalar s s = "" s = s + " 7.79 11.61 5.52 8.45 4.59 7.21 4.13 6.67 3.92 6.24 3.69 6.12 3.62 5.83" s = s + " 7.48 11.31 5.38 8.04 4.53 7.02 4.04 6.33 3.79 5.94 3.52 5.71 3.39 5.59" s = s + " 7.52 11.18 5.32 8.08 4.38 6.78 3.94 6.26 3.63 5.89 3.39 5.57 3.24 5.37" s = s + " 7.21 10.98 5.19 7.86 4.38 6.61 3.84 6.12 3.57 5.60 3.35 5.34 3.19 5.22" s = s + " 7.03 11.01 5.06 7.96 4.26 6.72 3.80 6.00 3.47 5.52 3.22 5.24 3.10 4.95" s = s + " 7.05 11.00 4.94 7.73 4.23 6.50 3.70 5.87 3.43 5.50 3.22 5.15 3.04 4.96" s = s + " 7.17 10.72 4.95 7.64 4.13 6.47 3.71 5.78 3.35 5.43 3.13 5.13 2.96 4.93" s = s + " 7.12 10.52 4.99 7.64 4.07 6.40 3.67 5.78 3.34 5.33 3.13 5.13 2.95 4.85" s = s + " 6.82 10.55 4.96 7.49 4.11 6.45 3.60 5.74 3.32 5.35 3.16 5.02 2.97 4.81" s = s + " 7.05 10.74 4.90 7.53 4.06 6.42 3.63 5.68 3.31 5.33 3.10 4.98 2.92 4.78" s = s + " 6.87 10.79 4.92 7.54 3.98 6.23 3.56 5.62 3.26 5.24 3.02 5.06 2.91 4.75" s = s + " 6.65 10.00 4.65 7.13 3.75 5.93 3.37 5.35 3.05 4.85 2.84 4.55 2.65 4.31" s = s + " 5.65 8.90 4.31 6.77 3.67 5.93 3.34 5.46 3.19 5.17 3.01 5.07 2.94 4.96" s = s + " 5.45 8.82 4.17 6.58 3.57 5.75 3.27 5.31 3.09 5.03 2.92 4.82 2.82 4.78" s = s + " 5.46 8.67 4.12 6.52 3.50 5.70 3.20 5.19 2.99 4.93 2.79 4.74 2.73 4.57" s = s + " 5.34 8.58 4.04 6.43 3.49 5.55 3.13 5.10 2.92 4.75 2.78 4.59 2.64 4.49" s = s + " 5.28 8.62 3.99 6.40 3.40 5.53 3.10 5.08 2.91 4.73 2.71 4.51 2.62 4.35" s = s + " 5.23 8.62 3.92 6.25 3.38 5.47 3.02 4.97 2.83 4.72 2.71 4.45 2.56 4.30" s = s + " 5.37 8.44 3.90 6.27 3.32 5.40 3.03 4.94 2.81 4.64 2.64 4.44 2.52 4.27" s = s + " 5.18 8.30 3.93 6.27 3.32 5.42 3.02 4.95 2.78 4.60 2.65 4.39 2.49 4.24" s = s + " 5.20 8.31 3.88 6.19 3.33 5.38 2.99 4.90 2.77 4.61 2.63 4.38 2.50 4.15" s = s + " 5.26 8.48 3.90 6.21 3.31 5.41 2.98 4.88 2.78 4.54 2.61 4.30 2.49 4.19" s = s + " 5.19 8.40 3.89 6.28 3.24 5.27 2.94 4.81 2.73 4.51 2.58 4.44 2.48 4.14" s = s + " 5.10 8.05 3.73 5.99 3.12 5.05 2.82 4.57 2.58 4.27 2.44 4.00 2.30 3.86" s = s + " 4.19 7.07 3.40 5.59 3.00 4.96 2.75 4.61 2.62 4.41 2.53 4.34 2.48 4.22" s = s + " 4.08 6.93 3.32 5.47 2.92 4.84 2.71 4.54 2.57 4.30 2.48 4.18 2.37 4.09" s = s + " 4.09 6.87 3.29 5.38 2.86 4.84 2.65 4.45 2.51 4.26 2.39 4.09 2.32 3.95" s = s + " 3.99 6.81 3.23 5.35 2.85 4.70 2.61 4.36 2.45 4.13 2.37 4.02 2.27 3.89" s = s + " 3.98 6.78 3.21 5.31 2.81 4.68 2.57 4.35 2.45 4.12 2.31 3.97 2.25 3.84" s = s + " 4.01 6.79 3.15 5.26 2.76 4.68 2.54 4.30 2.40 4.09 2.30 3.91 2.20 3.78" s = s + " 4.06 6.70 3.11 5.26 2.73 4.62 2.53 4.25 2.40 4.06 2.27 3.88 2.18 3.77" s = s + " 3.99 6.71 3.15 5.25 2.74 4.63 2.51 4.27 2.36 4.02 2.27 3.86 2.16 3.76" s = s + " 3.93 6.66 3.14 5.24 2.73 4.61 2.51 4.25 2.35 4.02 2.25 3.85 2.16 3.68" s = s + " 4.00 6.79 3.12 5.19 2.73 4.61 2.50 4.23 2.36 3.98 2.25 3.81 2.15 3.71" s = s + " 3.93 6.75 3.13 5.23 2.71 4.55 2.49 4.18 2.34 3.97 2.23 3.91 2.15 3.67" s = s + " 3.87 6.57 3.02 5.05 2.61 4.41 2.39 4.01 2.22 3.81 2.12 3.60 2.02 3.47" s = s + " 2.88 5.13 2.53 4.42 2.32 3.99 2.18 3.78 2.12 3.67 2.04 3.60 2.01 3.53" s = s + " 2.88 5.07 2.49 4.32 2.28 3.96 2.15 3.76 2.08 3.59 2.01 3.51 1.95 3.46" s = s + " 2.83 5.05 2.48 4.28 2.24 3.92 2.12 3.71 2.05 3.57 1.96 3.47 1.92 3.38" s = s + " 2.79 5.07 2.45 4.28 2.21 3.87 2.09 3.65 2.00 3.49 1.94 3.42 1.89 3.32" s = s + " 2.78 5.07 2.42 4.22 2.21 3.83 2.07 3.63 1.99 3.47 1.91 3.38 1.86 3.30" s = s + " 2.77 5.08 2.38 4.22 2.19 3.88 2.03 3.60 1.97 3.48 1.90 3.37 1.84 3.28" s = s + " 2.84 5.03 2.37 4.21 2.17 3.82 2.04 3.59 1.97 3.43 1.89 3.34 1.82 3.25" s = s + " 2.77 5.05 2.41 4.22 2.17 3.82 2.03 3.58 1.94 3.42 1.88 3.32 1.82 3.24" s = s + " 2.77 5.00 2.39 4.21 2.15 3.82 2.04 3.57 1.95 3.42 1.87 3.31 1.81 3.22" s = s + " 2.79 5.07 2.40 4.16 2.16 3.80 2.03 3.56 1.94 3.39 1.88 3.29 1.81 3.21" s = s + " 2.80 5.00 2.37 4.18 2.16 3.77 2.02 3.53 1.94 3.40 1.85 3.36 1.81 3.21" s = s + " 2.72 5.00 2.32 4.09 2.09 3.69 1.95 3.46 1.85 3.30 1.77 3.17 1.72 3.06" return(rowshape(strtoreal(tokens(s)), 48)) } real matrix _aardl_samtab3() { string scalar s s = "" s = s + " 7.70 12.34 5.41 9.16 4.60 7.72 4.15 6.83 3.94 6.48 3.72 6.16 3.62 6.12" s = s + " 7.48 12.31 5.35 8.75 4.51 7.23 4.03 6.63 3.70 6.15 3.58 5.82 3.42 5.77" s = s + " 7.43 12.40 5.14 8.58 4.35 7.24 3.90 6.39 3.71 6.02 3.37 5.74 3.23 5.44" s = s + " 7.41 12.13 5.06 8.38 4.34 7.06 3.80 6.33 3.53 5.83 3.33 5.52 3.19 5.36" s = s + " 7.36 12.05 5.14 8.24 4.29 7.07 3.69 6.17 3.46 5.81 3.31 5.46 3.08 5.20" s = s + " 7.04 12.09 5.05 8.31 4.18 6.89 3.75 6.19 3.42 5.68 3.22 5.36 3.06 5.12" s = s + " 7.03 11.84 5.03 8.10 4.24 6.83 3.68 6.09 3.38 5.63 3.20 5.26 3.05 5.03" s = s + " 7.22 11.85 4.99 8.24 4.12 6.76 3.68 5.98 3.38 5.58 3.07 5.19 2.98 4.93" s = s + " 6.89 11.69 4.97 8.09 4.13 6.79 3.60 5.86 3.32 5.50 3.11 5.15 2.98 4.92" s = s + " 6.96 11.70 4.90 8.08 4.13 6.79 3.66 5.97 3.29 5.47 3.09 5.10 2.93 4.86" s = s + " 6.98 11.49 4.98 8.02 4.09 6.71 3.61 5.87 3.28 5.33 3.02 5.07 2.94 4.86" s = s + " 6.53 11.05 4.71 7.68 3.83 6.33 3.33 5.47 3.05 5.02 2.84 4.69 2.62 4.42" s = s + " 5.61 9.56 4.25 7.24 3.64 6.22 3.36 5.60 3.19 5.33 3.04 5.18 2.96 5.06" s = s + " 5.47 9.52 4.12 6.96 3.59 6.04 3.26 5.50 3.06 5.15 2.95 4.89 2.81 4.81" s = s + " 5.52 9.48 4.04 6.94 3.49 5.92 3.18 5.35 3.00 5.08 2.79 4.81 2.73 4.62" s = s + " 5.46 9.30 3.99 6.78 3.46 5.90 3.11 5.34 2.92 4.94 2.77 4.70 2.67 4.54" s = s + " 5.36 9.28 4.04 6.74 3.45 5.87 3.04 5.22 2.90 4.92 2.75 4.64 2.60 4.48" s = s + " 5.24 9.30 3.95 6.76 3.37 5.74 3.05 5.21 2.87 4.85 2.68 4.57 2.59 4.41" s = s + " 5.25 9.19 3.94 6.67 3.38 5.75 3.01 5.13 2.79 4.79 2.66 4.56 2.57 4.33" s = s + " 5.35 9.29 3.90 6.72 3.31 5.63 3.05 5.08 2.80 4.74 2.63 4.50 2.51 4.31" s = s + " 5.12 9.16 3.96 6.65 3.35 5.64 2.98 5.03 2.79 4.72 2.61 4.47 2.51 4.28" s = s + " 5.24 9.04 3.88 6.67 3.30 5.60 3.02 5.10 2.76 4.70 2.63 4.41 2.50 4.26" s = s + " 5.23 9.03 3.87 6.65 3.31 5.60 2.98 5.00 2.75 4.60 2.59 4.43 2.48 4.25" s = s + " 4.95 8.84 3.74 6.42 3.15 5.40 2.79 4.73 2.59 4.41 2.43 4.14 2.29 3.97" s = s + " 4.22 7.51 3.36 5.90 2.96 5.14 2.80 4.70 2.65 4.54 2.53 4.37 2.47 4.30" s = s + " 4.19 7.42 3.31 5.64 2.93 5.05 2.70 4.67 2.59 4.40 2.47 4.22 2.40 4.15" s = s + " 4.10 7.41 3.26 5.68 2.85 4.97 2.64 4.54 2.49 4.36 2.37 4.15 2.32 4.02" s = s + " 4.11 7.33 3.21 5.62 2.81 4.94 2.60 4.55 2.46 4.24 2.36 4.09 2.26 3.96" s = s + " 4.03 7.29 3.22 5.62 2.83 4.94 2.55 4.49 2.45 4.25 2.32 4.03 2.24 3.93" s = s + " 4.01 7.36 3.13 5.54 2.79 4.92 2.55 4.51 2.42 4.17 2.29 4.02 2.22 3.86" s = s + " 4.00 7.29 3.15 5.56 2.78 4.88 2.54 4.42 2.37 4.18 2.28 3.98 2.19 3.84" s = s + " 4.08 7.28 3.14 5.59 2.74 4.85 2.55 4.38 2.36 4.13 2.26 3.95 2.17 3.82" s = s + " 3.90 7.22 3.14 5.54 2.75 4.80 2.51 4.37 2.37 4.13 2.25 3.91 2.16 3.79" s = s + " 4.01 7.17 3.12 5.50 2.74 4.79 2.54 4.40 2.36 4.12 2.25 3.90 2.15 3.76" s = s + " 3.98 7.09 3.12 5.54 2.73 4.77 2.51 4.39 2.34 4.05 2.23 3.90 2.14 3.75" s = s + " 3.79 7.21 3.01 5.42 2.62 4.65 2.39 4.18 2.24 3.90 2.12 3.72 2.01 3.58" s = s + " 2.88 5.34 2.53 4.54 2.30 4.11 2.22 3.84 2.12 3.76 2.06 3.62 2.02 3.55" s = s + " 2.85 5.31 2.48 4.43 2.30 4.04 2.14 3.82 2.07 3.67 2.00 3.52 1.95 3.48" s = s + " 2.84 5.37 2.45 4.46 2.23 4.03 2.11 3.76 2.03 3.63 1.95 3.49 1.92 3.39" s = s + " 2.87 5.30 2.41 4.43 2.20 3.97 2.08 3.76 2.00 3.58 1.94 3.46 1.88 3.38" s = s + " 2.82 5.29 2.40 4.44 2.23 3.99 2.06 3.74 2.00 3.57 1.90 3.42 1.86 3.34" s = s + " 2.83 5.36 2.38 4.37 2.20 4.02 2.06 3.72 1.99 3.54 1.90 3.41 1.85 3.31" s = s + " 2.80 5.31 2.41 4.40 2.19 3.99 2.05 3.67 1.95 3.55 1.89 3.41 1.83 3.31" s = s + " 2.86 5.34 2.42 4.37 2.15 3.94 2.05 3.68 1.96 3.51 1.87 3.39 1.83 3.28" s = s + " 2.73 5.32 2.38 4.43 2.17 3.91 2.04 3.67 1.95 3.49 1.86 3.36 1.82 3.25" s = s + " 2.78 5.24 2.37 4.34 2.16 3.94 2.04 3.68 1.92 3.51 1.87 3.37 1.80 3.26" s = s + " 2.80 5.24 2.36 4.36 2.16 3.93 2.04 3.66 1.92 3.45 1.86 3.35 1.80 3.25" s = s + " 2.67 5.31 2.31 4.33 2.08 3.86 1.96 3.58 1.86 3.39 1.78 3.25 1.72 3.15" return(rowshape(strtoreal(tokens(s)), 48)) } real matrix _aardl_samtab5() { string scalar s s = "" s = s + " 7.82 12.57 5.46 9.05 4.67 7.58 4.30 7.01 4.00 6.66 3.77 6.25 3.70 6.00" s = s + " 7.65 12.51 5.33 8.92 4.54 7.59 4.02 6.69 3.87 6.26 3.58 5.91 3.43 5.69" s = s + " 7.46 12.21 5.25 8.82 4.42 7.32 3.94 6.55 3.69 5.96 3.46 5.68 3.33 5.45" s = s + " 7.33 12.39 5.14 8.79 4.34 7.17 3.82 6.37 3.59 5.91 3.37 5.61 3.20 5.33" s = s + " 7.19 12.12 5.12 8.62 4.27 6.98 3.76 6.19 3.52 5.72 3.29 5.44 3.10 5.15" s = s + " 7.13 12.11 5.00 8.43 4.13 7.04 3.71 6.19 3.42 5.67 3.23 5.34 3.05 5.13" s = s + " 7.04 12.22 5.16 8.31 4.13 6.99 3.67 6.08 3.42 5.67 3.16 5.33 3.01 5.07" s = s + " 7.08 11.85 5.06 8.28 4.14 6.86 3.64 6.11 3.37 5.62 3.17 5.25 2.97 5.01" s = s + " 7.03 11.80 4.89 8.38 4.08 6.70 3.66 5.99 3.28 5.52 3.10 5.20 2.94 5.04" s = s + " 7.07 12.22 4.92 8.28 4.06 6.83 3.61 6.00 3.30 5.51 3.04 5.24 2.95 4.91" s = s + " 7.10 12.05 4.90 8.30 4.02 6.77 3.56 5.97 3.28 5.50 3.00 5.17 2.91 4.86" s = s + " 6.65 11.76 4.58 7.94 3.86 6.46 3.40 5.68 3.05 5.12 2.81 4.79 2.68 4.54" s = s + " 5.55 9.51 4.22 7.12 3.64 6.16 3.37 5.67 3.24 5.37 3.05 5.12 3.02 5.01" s = s + " 5.56 9.52 4.18 7.05 3.58 6.10 3.30 5.47 3.12 5.16 2.94 4.91 2.83 4.77" s = s + " 5.48 9.29 4.05 7.02 3.57 5.98 3.16 5.39 3.01 4.99 2.85 4.79 2.78 4.64" s = s + " 5.39 9.40 4.03 6.86 3.48 5.85 3.15 5.26 2.96 4.93 2.80 4.74 2.66 4.57" s = s + " 5.36 9.31 4.03 6.84 3.42 5.76 3.09 5.18 2.94 4.89 2.73 4.63 2.62 4.42" s = s + " 5.32 9.27 3.96 6.80 3.38 5.82 3.05 5.23 2.83 4.80 2.73 4.57 2.57 4.38" s = s + " 5.28 9.45 3.98 6.74 3.36 5.76 3.02 5.11 2.84 4.81 2.67 4.58 2.55 4.39" s = s + " 5.30 9.19 4.03 6.74 3.34 5.73 3.01 5.11 2.82 4.77 2.65 4.49 2.51 4.33" s = s + " 5.30 9.21 3.84 6.82 3.28 5.72 3.01 5.07 2.77 4.74 2.62 4.50 2.49 4.28" s = s + " 5.26 9.53 3.92 6.74 3.31 5.76 3.00 5.09 2.78 4.76 2.58 4.50 2.50 4.25" s = s + " 5.20 9.23 3.84 6.76 3.26 5.66 2.96 5.06 2.74 4.76 2.57 4.45 2.48 4.24" s = s + " 5.02 9.19 3.67 6.53 3.17 5.45 2.81 4.94 2.60 4.51 2.41 4.23 2.31 4.04" s = s + " 4.22 7.33 3.35 5.77 2.97 5.09 2.74 4.71 2.67 4.49 2.56 4.34 2.54 4.24" s = s + " 4.10 7.32 3.30 5.72 2.93 5.05 2.71 4.61 2.57 4.40 2.46 4.18 2.41 4.09" s = s + " 4.15 7.09 3.22 5.66 2.90 4.96 2.63 4.54 2.51 4.24 2.42 4.11 2.34 4.00" s = s + " 4.06 7.29 3.24 5.62 2.84 4.92 2.62 4.51 2.49 4.27 2.37 4.08 2.29 3.98" s = s + " 4.05 7.16 3.20 5.54 2.82 4.86 2.58 4.44 2.45 4.20 2.32 4.03 2.25 3.86" s = s + " 3.99 7.22 3.20 5.55 2.79 4.85 2.55 4.47 2.40 4.19 2.32 3.98 2.23 3.85" s = s + " 4.03 7.32 3.17 5.59 2.77 4.82 2.52 4.42 2.40 4.17 2.28 3.98 2.19 3.84" s = s + " 3.98 7.25 3.23 5.55 2.76 4.82 2.53 4.39 2.40 4.12 2.28 3.95 2.16 3.81" s = s + " 3.99 7.22 3.10 5.58 2.74 4.82 2.53 4.40 2.37 4.14 2.25 3.94 2.16 3.77" s = s + " 4.02 7.32 3.13 5.62 2.73 4.86 2.53 4.38 2.37 4.11 2.24 3.94 2.15 3.76" s = s + " 3.98 7.22 3.12 5.57 2.70 4.80 2.50 4.35 2.34 4.13 2.22 3.92 2.15 3.74" s = s + " 3.87 7.25 3.00 5.45 2.64 4.70 2.40 4.31 2.24 3.98 2.11 3.75 2.02 3.62" s = s + " 2.91 5.20 2.53 4.43 2.30 4.04 2.18 3.79 2.13 3.67 2.07 3.56 2.06 3.48" s = s + " 2.87 5.17 2.49 4.41 2.27 3.99 2.16 3.74 2.08 3.62 2.00 3.47 1.97 3.40" s = s + " 2.84 5.11 2.44 4.37 2.25 3.96 2.11 3.72 2.03 3.54 1.98 3.45 1.93 3.35" s = s + " 2.85 5.24 2.42 4.32 2.23 3.93 2.10 3.69 2.03 3.56 1.95 3.45 1.90 3.37" s = s + " 2.82 5.12 2.45 4.33 2.21 3.94 2.07 3.67 2.00 3.52 1.92 3.38 1.86 3.30" s = s + " 2.79 5.20 2.41 4.32 2.21 3.94 2.05 3.69 1.98 3.51 1.91 3.37 1.84 3.30" s = s + " 2.81 5.22 2.41 4.36 2.19 3.91 2.05 3.66 1.97 3.51 1.89 3.38 1.84 3.30" s = s + " 2.75 5.22 2.44 4.35 2.20 3.92 2.03 3.64 1.97 3.46 1.89 3.36 1.82 3.27" s = s + " 2.82 5.18 2.39 4.36 2.16 3.94 2.04 3.66 1.94 3.48 1.87 3.36 1.82 3.26" s = s + " 2.77 5.26 2.39 4.39 2.16 3.96 2.04 3.66 1.93 3.46 1.86 3.34 1.82 3.25" s = s + " 2.76 5.18 2.36 4.35 2.12 3.94 2.03 3.63 1.94 3.48 1.86 3.34 1.81 3.22" s = s + " 2.74 5.30 2.30 4.34 2.11 3.89 1.97 3.62 1.87 3.44 1.78 3.27 1.72 3.17" return(rowshape(strtoreal(tokens(s)), 48)) } // Row selector: nearest tabulated sample size; asymptotic row when N > 80. real scalar _aardl_samrow(real scalar n) { real rowvector g real scalar i, best, bd, d if (n > 80) return(12) g = (30,35,40,45,50,55,60,65,70,75,80) best = 1 bd = abs(n - g[1]) for (i=2; i<=11; i++) { d = abs(n - g[i]) if (d < bd) { bd = d best = i } } return(best) } void _aardl_samcv_get(real scalar caseno, real scalar k, real scalar n) { real matrix Tb, out real scalar r, i, c0, c1 real rowvector gg if (caseno == 1) Tb = _aardl_samtab1() else if (caseno == 5) Tb = _aardl_samtab5() else Tb = _aardl_samtab3() r = _aardl_samrow(n) c0 = 2*k - 1 c1 = 2*k // rows of `out': 10%, 5%, 2.5%, 1% ; cols: I(0), I(1) out = J(4, 2, .) out[1,] = (Tb[36+r, c0], Tb[36+r, c1]) // p = .100 out[2,] = (Tb[24+r, c0], Tb[24+r, c1]) // p = .050 out[3,] = (Tb[12+r, c0], Tb[12+r, c1]) // p = .025 out[4,] = (Tb[ r, c0], Tb[ r, c1]) // p = .010 st_matrix("_aardl_samcvmat", out) gg = (30,35,40,45,50,55,60,65,70,75,80) st_numscalar("r(nused)", (r == 12 ? . : gg[r])) } end