*! tc_sysadl.ado -- System-equation ADL (Li 2016) program define tc_sysadl, rclass version 14 syntax varlist(min=2 numeric) [if] [in] [, LAG(integer 1) TRIM(real 0.15) NGrid(integer 200) CASE(string)] if "`case'" == "" local case "c" marksample touse _tc_load tempname stat thr lags mata: tc_run_sysadl("`varlist'", "`touse'", `lag', `trim', `ngrid', "`case'", "`stat'", "`thr'", "`lags'") di di as text "{hline 72}" di as result " System-equation ADL test (Li 2016)" di as text "{hline 72}" di as text " sup-Wald (system) : " as result %10.4f scalar(`stat') di as text " Threshold : " as result %10.4f scalar(`thr') di as text "{hline 72}" return scalar sup_wald = scalar(`stat') return scalar threshold = scalar(`thr') return local cmd "tc_sysadl" end