*! version 1.0.1 21may2026
help mixi12_unit (Stata)

Title

mixi12_unit -- Cross-variable integration-order summary
(delegates to dptest)

Syntax

mixi12_unit varlist [if] [in] [, options]

test(name) sub-test to run via dptest: dp, hf, hz or all (default)

det(spec) none, const (default), trend, qtrend

maxlag(#) ADF/HF/HZ max lag (−1 = Schwert rule, default)

maxdiff(#) max differencing order for DP t* (default 3)

bandwidth(#) Bartlett bandwidth for Haldrup Z(F*) (−1 = Schwert)

level(#) 1, 5 (default) or 10

crit(name) bic (default) or aic

saving(file) save the verdict table to file.dta

Description

mixi12_unit runs the I(2) unit-root battery on every variable in
varlist by calling dptest once per series, then prints a
clean cross-variable summary table with the Dickey-Pantula t*, the
Hasza-Fuller joint F, the Haldrup semiparametric Z(F*) and the consensus
integration order.

All per-variable computation, critical-value tables and lag selection
are performed by dptest (Roudane 2026) - the package the user
authored as the canonical I(2) unit-root toolbox. This wrapper exists
so mixi12 produces a single tidy multi-series table instead of a
long per-series printout.

Stored results

Matrices

r(order) p x 1 consensus integration order

r(DPd) p x 1 Dickey-Pantula d

r(HFF) / r(HFd) Hasza-Fuller F statistic / verdict

r(HZZ) / r(HZd) Haldrup Z(F*) statistic / verdict

Examples

1. Classify every variable in a 4-variable system

mixi12_unit m2 mb p rd, det(const) level(5)

2. Only the semiparametric Haldrup test

mixi12_unit m2 mb p rd, test(hz) det(const)

3. Save the integration-order matrix for downstream use

mixi12_unit m2 mb p rd, det(trend) saving(orders.dta)

Author

Dr Merwan Roudane,
merwanroudane920@gmail.com.

Package

Master: mixi12.
Companions: mixi12_haldrup, mixi12_johansen,
mixi12_trans, mixi12_sw, mixi12_sim,
mixi12_graph, mixi12_cv.
Engine: dptest.