/* dfuller2 VERSION 1.0.0 21dec2002 */ VERSION 8.0 INCLUDE _std_large INCLUDE header HELP hlp1, view("help dfuller") RESET res1 DIALOG main, label("dfuller2 - Augmented Dickey-Fuller unit-root test for panel data") /* */ tabtitle("Main") BEGIN DEFINE _x _xsetbu DEFINE _y _top INCLUDE _bu_tsset TEXT tx_var _lft _top _cwd2 ., /* */ label("Variable:") VARNAME vn_var @ _ss _vnwd ., /* */ label("Variable") /* */ allowts GROUPBOX gb_opts @ _ls _iwd _ht10, /* */ label("Options") CHECKBOX ck_noconstant _indent _ss _inwd ., /* */ label("Exclude constant from regression") /* */ option(noconstant) /* */ clickon(gaction main.ck_trend.disable) /* */ clickoff(gaction main.ck_trend.enable) CHECKBOX ck_trend @ _ms _inwd ., /* */ label("Include trend term in regression") /* */ option(trend) /* */ clickon(gaction main.ck_noconstant.disable) /* */ clickoff(gaction main.ck_noconstant.enable) CHECKBOX ck_regress @ _ms _inwd ., /* */ label("Display regression table") /* */ option(regress) SPINNER sp_lags @ _ls _spwd ., /* */ min(0) max(1000) /* */ label("Lagged differences") /* */ default(0) /* */ option(lags) TEXT tx_lags _spsep @ _sprb ., /* */ label("Lagged differences") END INCLUDE ifin PROGRAM command BEGIN put "dfuller2 " varlist main.vn_var INCLUDE _ifin_pr beginoptions option main.ck_noconstant optionarg main.sp_lags option main.ck_trend option main.ck_regress endoptions END