dynamac is a suite designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models, as well as testing for cointegration. Below are the corresponding links for the R and Stata programs.
You download dynamac in R directly from CRAN:
To run dynamac in Stata, you can download this zip file, unzip it, and either call directly to the .ado files or place them in your "ado/plus/" folder. You may also want to see the corresponding working paper.
Use dynamac in one of your papers? Let me know (andrew.philips [AT] colorado.edu) and I will add it to the list below