*! version 1.0.0 22may2026
help xtmulticointgrat_graph (Stata)

Title

xtmulticointgrat_graph -- publication-quality diagnostic graphs
after xtmulticointgrat.

Syntax

xtmulticointgrat_graph [, options]

layout(name) default, factors, residuals,
stage, adf, compact

save(filename) export the combined graph to a file

name(name) name of the produced combined graph

scheme(name) graph scheme (default s1color)

title(string) override default title

subtitle(string) override default subtitle

note(string) override default note

ycolor(color) primary line color (default navy)

xcolor(color) secondary line color (default maroon)

heatcolors(list) colors for the loadings heatmap

scale(#) global text-size multiplier

Layouts

default

2x3 dashboard combining estimated common factors, factor-loadings heatmap,
idiosyncratic and stage-2 residual spaghetti plots, cumulated stage-1 residual
spaghetti, and the histogram of per-i ADF t-statistics with the 5% reference
line. Designed for inclusion in OBES / JBES / JAE-style figures.

factors

Common factor time-paths + loadings heatmap (uses heatplot if
installed; otherwise falls back to a mean-|loading| bar chart).

residuals

Spaghetti plot of the idiosyncratic component e_i,t (above) and the stage-2
multicoint residual u_i,t (below).

stage

Spaghetti plot of the stage-1 cumulated residual S_i,t per panel.

adf

Histogram + dot plot of per-i ADF t-statistics with the asymptotic 5%
critical value overlaid. This is the default after approach(indep).

compact

Two-row figure for slide presentations: factors on top, idiosyncratic
spaghetti below.

Examples

xtmulticointgrat sales prod, factors

xtmulticointgrat_graph

xtmulticointgrat_graph, layout(factors) save(figA.png)

xtmulticointgrat_graph, layout(residuals) scheme(stcolor)

Author

Dr Merwan Roudane

Email: merwanroudane920@gmail.com

xtmulticointgrat_graph v1.0.0 - 22 May 2026.

Also see

Online: xtmulticointgrat, heatplot