*! tc_bbc.ado -- BBC (2004) unit root vs SETAR program define tc_bbc, rclass version 14 syntax varname(numeric) [if] [in] [, M(integer 1) TRIM(real 0.10) TYPE(string)] if "`type'" == "" local type "Wald" marksample touse _tc_load tempname stat cv mata: tc_run_bbc("`varlist'", "`touse'", `m', `trim', "`type'", "`stat'", "`cv'") di di as text "{hline 72}" di as result " BBC (2004) unit root vs SETAR test (type = `type')" di as text "{hline 72}" di as text " sup-`type' statistic : " as result %10.4f scalar(`stat') di as text " Critical (1% / 5% / 10%) : " as result %8.3f el(`cv',1,1) " " %8.3f el(`cv',1,2) " " %8.3f el(`cv',1,3) di as text "{hline 72}" return scalar sup_stat = scalar(`stat') return matrix cv = `cv' return local cmd "tc_bbc" end