*! tc_exes.ado -- Extended E-S (Osinska & Galecki 2022) program define tc_exes, rclass version 14 syntax varlist(min=2 numeric) [if] [in] [, MODEL(string) MAXLag(integer 8) TRIM(real 0.15) CRITerion(string) THReshvar(varname numeric)] if "`model'" == "" local model "mtar" if "`criterion'" == "" local criterion "aic" gettoken depvar indepvars : varlist marksample touse _tc_load tempname phi rho1 rho2 t1 t2 fasy thr lags n1 n2 mata: tc_run_exes("`depvar'", "`indepvars'", "`touse'", "`model'", `maxlag', "`criterion'", `trim', "`threshvar'", "`phi'", "`rho1'", "`rho2'", "`t1'", "`t2'", "`fasy'", "`thr'", "`lags'", "`n1'", "`n2'") di di as text "{hline 72}" di as result " Extended Enders-Siklos (Osinska & Galecki 2022)" di as text "{hline 72}" di as text " sup-Phi statistic : " as result %10.4f scalar(`phi') di as text " F-asymmetry : " as result %10.4f scalar(`fasy') di as text " Threshold : " as result %10.4f scalar(`thr') di as text " rho_1 / rho_2 : " as result %10.4f scalar(`rho1') " / " %10.4f scalar(`rho2') di as text "{hline 72}" return scalar sup_phi = scalar(`phi') return scalar threshold = scalar(`thr') return local cmd "tc_exes" end