st: Re: Program ADF test with Perron's procedure

["Michael Blasnik" <michael.blasnik@verizon.net>]

..

I see one immediate mistake -- you refer to the local macro lags as if it is a 
scalar or variable named Lags

You need to change:

local i Lags

into

local i `lags'

See -help syntax- for more info.

Michael Blasnik

----- Original Message ----- 
From: "Myriam Nourry" <myriam_nourry@yahoo.fr>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, October 03, 2007 9:03 AM
Subject: st: Program ADF test with Perron's procedure
<snip>

> I am trying to write a program to test unit root (ADF
> test) by using Perron's procedure to choose the
> maximum lag length included in the regression.
<snip>
> Therefore, I wrote the following program (this is my
> first program...) but it doesn't work and I can't see
> the errors. So I need your help !
>
> capture program drop adfperron
> *! adfperron v1 Nourry 03oct2007
> program define adfperron, rclass
> version 9.2
> syntax varname(ts) [if] [in] [,Lags(int -1)]
> marksample touse
>
> local i Lags
<snip> 
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