*! version 1.0.0 21may2026
help mixi12_graph (Stata)

Title

mixi12_graph -- Diagnostic plots for mixed I(1) / I(2) systems

Syntax

mixi12_graph subcmd [varlist] [, options]

Subcommands:

levels varlist - 3-panel plot: levels (top), first differences with
a 4-period moving average overlay (middle), second differences (bottom).
The visual signature of I(2) is the smoothness of levels combined
with persistent first differences and roughly white second differences.

cointspace - after mixi12_johansen, plot the cointegration
relations 'X_t. This is the Juselius (2006) diagnostic for
checking that the supposedly stationary relations actually look
stationary.

trends - cumulated-variable proxies for the common stochastic trends
spanned by _.

save(file) export the combined plot

name(string) base name for the graphs

scheme(name) graph scheme (default s2color)

Examples

1. Visual I(2) signature on raw data

mixi12_graph levels m2 mb p, save(levels.png)

2. Cointegration relations after estimation

mixi12_johansen m2 mb p rd, lags(3) rank(1) s1(1)

mixi12_graph cointspace, save(beta_X.png)

Author

Dr Merwan Roudane,
merwanroudane920@gmail.com.

Package

Master: mixi12.
Companions: mixi12_unit, mixi12_haldrup,
mixi12_johansen, mixi12_trans, mixi12_sw,
mixi12_sim, mixi12_cv.