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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

    To download 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. A package on SSC will be available soon.

    Examples

    For a discussion of dynamac, as well as substantive examples, see the forthcoming Stata Journal article.

    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