Title

tc_adf -- Augmented Dickey-Fuller unit-root test

Syntax

tc_adf varname [if] [in] [, maxlag(#) case(nc|c|ct) criterion(aic|bic)]

Description

ADF test with AIC- or BIC-selected augmentation lag. Case
nc = no deterministic terms, c = constant (default),
ct = constant + linear trend.

Stored results

r(stat) r(lags) r(nobs) r(cv)

Also see

Package overview | tc_pp | tc_eg | tc_es