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, type "net sj 18-4 st0545" into Stata, or "findit dynamac"
Use dynamac in one of your papers? Let me know (andrew.philips [AT] colorado.edu) and I will add it to the list below