*! tarur_vougas.ado — Vougas (2006) Smooth-Transition Unit Root (5 models) *! NLS detrending with logistic transitions (Models A–E) → ADF on residuals. *! Left-tail rejection. program define tarur_vougas, rclass version 14.0 syntax varname(numeric ts) [if] [in], [ /// MODel(string) /// MAXLags(integer 8) /// LAGMethod(string) /// QUIETly ] quietly tarur_init if "`model'" == "" local model "A" if "`lagmethod'" == "" local lagmethod "aic" local model = upper("`model'") if !inlist("`model'", "A","B","C","D","E") { di as error "Vougas model must be A–E." exit 198 } marksample touse tempvar tv quietly gen double `tv' = `varlist' if `touse' mata: _tarur_run_vougas("`tv'", "`model'", `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 model "`model'" return local test "Vougas (2006) Model `model'" end