@ Examples of using the NPT package @
@ Part 1: punit.src @
@ file: NPT_unit.prg  @

/* Basic Set-up */

library pcoint coint pgraph;
    @ include NPT and COINT package @

_ker_fun=&fejer;
    @ set up kernel function @

_aband = 0;
    @ 1 = Andrew's automatic bandwidth @

output file = npt_unit.out reset;


/* Data: I(1) processes from random numbers */

dd = 1;
do while dd <= 2;

if dd == 1;

 n = 100;
 npanel = 5;
 y = cumsumc(rndn(n,npanel));

 lags = ones(npanel,1) * 1;

 "******** Using Random Numbers ******* "; "";

  @ Alternatively, specify like:
    let lags[npanel,1] = 2 3 3 0 2;
  @

endif;

/* Data: Hysteresis Unemployment Series of 19 countries */

if dd == 2;

 "";"";"";
 "******** Using Unemployment Data ******* "; "";

 load data[45,20] = unemp2.txt;
 "Data: Unemp2.txt"; "";"";

 n = 43;
 npanel = 19;

 y = data[2:44,2:20];

 lags = ones(npanel,1) * 1;

endif;

   /*
     let name =
     Year Australia Austria Belgium Canada Denmark Finland
     France Germany Ireland Italy Japan Netherlands Norway
     Newzealand Spain Sweden Switzerland UK USA;

     jjj = 2;
     do while jjj <= 20;

     y = data[.,jjj];

     @ Due to missing observations @
     if jjj == 16;  y = y[2:rows(data)];  endif;
     if jjj == 20;  y = y[2:rows(data)];  endif;
     if jjj == 11;  y = y[1:rows(data)-1];  endif;
     if jjj == 14;  y = y[1:rows(data)-1];  endif;
     if jjj == 18;  y = y[1:rows(data)-1];  endif;
     if jjj == 19;  y = y[2:rows(data)-1];  endif;

     format /m1/rd 20,0 ;
     ""; "";
     "|========>  ";;
     "Series (not logged) : "  $name[jjj,1];   "";

      n = rows(y);
      format /m1/rd 5,0;
     "# of obs = " n;
   */


/* Panel Unit Root Tests */

@ Levin & Lin (1993) model @

"";"";
"---LL Panel Unit Root Tests ---";
     ll_1(y); "";
     ll_2(y); "";
     ll_3(y); "";
     ll_4(y); "";
     ll_5(y); "";
     ll_6(y); "";
     ll_7(y, 3);  "";
     ll_8(y, lags);  "";
     ll_9(y, lags);  "";
     ll_10(y, lags);  "";

@ IPS97 (1997) model @

"";"";
"---IPS Panel Unit Root Tests ---";
     ips_95(y, lags);  "";"";
     ips_97(y, lags);  "";

@ Harris and Tzavalis (1999) Tests @

"---Harris and Tzavalis Panel Unit Root Tests ---";
     ht_1(y);  "";
     ht_2(y);  "";
     ht_3(y);  "";

@ Hadri (2000) test @

"";"";
"--- Hadri (2000) Panel Stationarity Test ---";

_aband = 0;
     Eta_test(y, 3);  "";"";
     Eta_test(y, 5);  "";"";

_aband = 1;
     Eta_test(y, 3);  "";"";
     Eta_test(y, 5);  "";"";

@ Breitung (2000) Test @

"";"";
"--- Breitung (2000) Panel Stationarity Test ---";
    ub(y);


dd = dd + 1;

endo;