*! tarur_cuestasgarratt.ado — Cuestas & Garratt (2011) χ² Unit-Root Test *! Cubic polynomial detrending, then Δyₜ = β₁ y³ₜ₋₁ + β₂ y²ₜ₋₁ + ... *! χ² test on (β₁,β₂) jointly — right-tail rejection. program define tarur_cuestasgarratt, rclass version 14.0 syntax varname(numeric ts) [if] [in], [ /// MAXLags(integer 8) /// LAGMethod(string) /// QUIETly ] quietly tarur_init if "`lagmethod'" == "" local lagmethod "aic" marksample touse tempvar tv quietly gen double `tv' = `varlist' if `touse' mata: _tarur_run_cuestasg("`tv'", `maxlags', "`lagmethod'", "`quietly'") return scalar stat = r(stat) return scalar cv1 = r(cv1) return scalar cv5 = r(cv5) return scalar cv10 = r(cv10) return scalar reject1 = r(reject1) return scalar reject5 = r(reject5) return scalar reject10 = r(reject10) return scalar lag = r(lag) return local test "Cuestas & Garratt (2011)" end