*! tc_tar.ado -- TAR / MTAR model fit program define tc_tar, rclass version 14 syntax varname(numeric) [if] [in] [, MODEL(string) THReshold(real 0) MAXLag(integer 4) CRITerion(string)] if "`model'" == "" local model "tar" if "`criterion'" == "" local criterion "aic" marksample touse _tc_load tempname phi rho1 rho2 t1 t2 fasy thr lags n1 n2 mata: tc_run_tar("`varlist'", "`touse'", `threshold', `maxlag', "`criterion'", "`model'", "`phi'", "`rho1'", "`rho2'", "`t1'", "`t2'", "`fasy'", "`thr'", "`lags'", "`n1'", "`n2'") di di as text "{hline 72}" di as result " " as text upper("`model'") " model fit on `varlist'" di as text "{hline 72}" di as text " Phi statistic : " as result %10.4f scalar(`phi') di as text " F-asymmetry : " as result %10.4f scalar(`fasy') di as text " rho_1 / rho_2 : " as result %10.4f scalar(`rho1') " / " %10.4f scalar(`rho2') di as text " Threshold : " as result %10.4f scalar(`thr') di as text " Lags : " as result %10.0f scalar(`lags') di as text "{hline 72}" return scalar phi_stat = scalar(`phi') return scalar threshold = scalar(`thr') return local cmd "tc_tar" end