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Stata

Description

dynamac is a suite of programs in Stata designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models, as well as testing for cointegration. This consists of two programs:

  • dynardl is a flexible program designed to dynamically simulate and plot a variety of types of autoregressive distributed lag models, including error-correction models
  • pssbounds implements the bounds cointegration test proposed by Pesaran, Shin and Smith (2001) and discussed in Philips (2018)

    • Download

    There are a few different ways to load dynamac into Stata using the input console:

    
net sj 18-4 st0545
              
    
findit dynamac
              
    
cap ado uninstall dynamac
cap ado uninstall dynardl
cap ado uninstall pssbounds
net install dynamac, from(https://github.com/andyphilips/dynamac/raw/gh-pages/Stata/src/)

    Alternatively, you can find the raw files here to either call directly to the .ado files, or place in your "ado/plus/" folder.

    Examples

    For a discussion of dynamac, as well as substantive examples, see the Stata Journal article (you can find the ungated version here).

    Authors

  • Soren Jordan, Department of Political Science, Auburn University. sorenjordanpols [AT] gmail.com
  • Andrew Q. Philips, Department of Political Science, University of Colorado Boulder. andrew.philips [AT] colorado.edu