*! version 1.0.0 21may2026
help mixi12_cv (Stata)

Title

mixi12_cv -- Critical-value lookup for mixi12 tests

Syntax

mixi12_cv haldrup , m1(#) m2(#) tsize(#)

mixi12_cv johansen , df(#)

mixi12_cv dp

Description

haldrup - Haldrup (1994b) Table 1 critical values for the
residual-based ADF I(2) cointegration test (intercept included).
Returns 1%, 2.5%, 5%, 10% critical values for the supplied (m1, m2,
T).

johansen - chi-squared(df) thresholds at 1%, 5%, 10% used by the
Paruolo Q(r, s_1) test.

dp - Pantula (1986) F-test critical values used by the
Dickey-Pantula sequential strategy in mixi12_unit.

Examples

1. Haldrup critical values for 2 I(1), 1 I(2), T = 150

mixi12_cv haldrup, m1(2) m2(1) tsize(150)

2. χ²(4) critical values

mixi12_cv johansen, df(4)

3. Pantula F table

mixi12_cv dp

Author

Dr Merwan Roudane,
merwanroudane920@gmail.com.

Package

Master: mixi12.
Companions: mixi12_unit, mixi12_haldrup,
mixi12_johansen, mixi12_trans, mixi12_sw,
mixi12_sim, mixi12_graph.