/*************************************************************************
             Augument Dickey-Fuller Test for Stationarity 

Here is a program function that you can call in your program
dftest will automatically perform Dickey-Fullter tests until maximum
lags you defined in previous setting. 

Syntax: dftest <variable name> <maximum lag>
        dftest rgdp 6 
        dftest D1.rgdp 6 

**************************************************************************/

program dftest

display "ADF Test Results "
display "---------------------------------------------------"
display " Lag                 Zt                P-value     "
display "---------------------------------------------------"
display " with Drift"
forval l=0/`2' {
quietly dfuller `1', lags(`l') drift 
display "    " r(lags)  "          "  %12.4f `r(Zt)' "       " %12.4f `r(p)'
}
display " with trend"
forval l=0/`2' {
quietly dfuller `1', lags(`l') trend 
display "    " r(lags)  "          "  %12.4f `r(Zt)' "       " %12.4f `r(p)'
}

display "---------------------------------------------------"
end 




/****************************************************************
ECO376        ACF and PACF Test

Program for ac and pac tests for the input variable 

Syntax: ac_pac <variable name>
        ac_pac rgdp 
---------------------------------------------------------------*/
program ac_pac 

ac `1', name(ac1) $goption
pac `1', name(pac1) $goption
graph combine ac1 pac1,  graphregion(color(white)) ycommon
graph drop ac1 pac1 
end 

/*-----------------------------------------------------------*/


/***************************************************************************
  Optional Command
----------------------------------------------------------------------------*/
/* Here are some graph options to make STATA graph looks better */

global gopt1 graphregion(color(white)) legend(size(small)) legend(region(lwidth(none)))
global gopt2 graphregion(color(white)) bgcolor(white) mlabsize(tiny) 
global gsize ylabel(,labsize(small)) xlabel(,labsize(small)) xtitle("")  ytitle(,size(small)) xsize(13) ysize(15)