*! tarur_cuestasordonez.ado — Cuestas & Ordóñez (2014) NLS-detrend + KSS *! Apply logistic-trend detrending then KSS cubic auxiliary. *! Statistic: t(β₁) on y³ — left-tail rejection. program define tarur_cuestasordonez, 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_cuestaso("`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 & Ordonez (2014)" end