Title

tc_pp -- Phillips-Perron unit-root test

Syntax

tc_pp varname [if] [in] [, lags(#) case(nc|c|ct)]

Description

Phillips-Perron Z(t) test using Newey-West long-run variance. Bandwidth
defaults to ⌊4·(T/100)^(2/9)⌋.

Stored results

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

Also see

Package overview | tc_adf | tc_eg