cal 1960 1 1 all 1997:1 open data GDP.xls data(FORMAT=XLS,ORG=COLUMNS) source(noecho) LS_UROOT.src set ly = log(australia) @LS_UROOT(model=1,break=1,lags=8,method=gtos,print=0) ly; @LS_UROOT(model=1,break=1,lags=8,method=gtos,print=1) ly; @LS_UROOT(model=1,break=0,lags=8,method=gtos,print=1) ly; @LS_UROOT(model=1,break=1,lags=8,method=gtos,print=1) ly; @LS_UROOT(model=1,break=2,lags=8,method=gtos,print=1) ly; @LS_UROOT(model=2,break=1,lags=8,method=gtos,print=1) ly; @LS_UROOT(model=2,break=2,lags=8,method=gtos,print=1) ly; dec series timetot timeavg; set timetot 1 38 = 0.; set timeavg 1 38 = 0.; do country = 1, 20 set x = [series]country set lx = log(x) do year = 1, 38 com timetot(year)= timetot(year)+lx(year) end do year end do country do year = 1, 38 com timeavg(year) = timetot(year)/20 end do year do dgp = 1, 2 do country = 1, 20 set y = [series]country set ly = log(y) com l$ = %l(country) dis; dis l$ dofor j = 1 to 3 dofor i = 1 to 2 set dly = ly - timeavg if dgp == 1 {; @LS_UROOT(model=i,break=j-1,lags=8,method=gtos,print=0) ly; } if dgp == 2 {; @LS_UROOT(model=i,break=j-1,lags=8,method=gtos,print=0) dly;} end dofor i dis; dis "-----------" end dofor j dis; dis "*************************************************************** " end do country end do dgp