@

@ ----  Computes the best frequency for the ------------------------ @
@ ----  Flexible Fourier Stationarity Test ------------------------- @
@ ----  Based on the "kpss.txt" procedure of J. Lee ---------------- @
@ ----  Modified by R. Pascalau, University of Alabama, Oct 2006 --- @

closeall;
format /m1/rd 10,3 ;

output file = freq.out reset;
load data[89,1] = series.txt;   /* load your series */


@ --- BIG-BIG Loop --- @
isw = 0;
   /* isw = 0  without trend , isw = 1  with trend */
do while isw < 2;

 if isw == 0; "";"";""; " ----- Best frequency for Fourier drift stationarity ----";
 else;        "";"";""; " ----- Best frequency for Fourier trend stationarity ----"; endif;


 clear y,x,e,beta,s,tt;

  y = data[1:T,1];
  n = rows(y);
     
 n1 = n-1;
 @ LOOP @ 
 kloop=6;
 k=1;
 do until k == kloop;
 
 tt = seqa(1,1,n);
 z = 2*pi*tt*k/n; 
 fsin  = sin(z);
 fcos = cos(z);
 if isw == 0;    x = ones(n,1) ~ fsin ~ fcos;  endif;
 if isw == 1;    x = ones(n,1) ~ fsin ~ fcos ~ tt;  endif;

 beta = inv(x'x)*x'y;
    e = y - x * beta ;
    
    ssr_min = 10000000.0;
    ssr = e'e;
    if ssr <= ssr_min; ssr_min = ssr;  endif;

      " ssr = " ssr_min  " KPSS_Fourier frequency =  "  k;
    
    k = k + 1;
    endo;

isw = isw + 1;

endo;     /* end of BIG-BIG Loop */


@ ---- References -----@
@ ---- Becker, R., Enders, W., and Lee, J. (2006) ---------------- @
@ ---- Kwiatkowski and Schmidt (1990) ---------------------------- @
@ ---------------------------------------------------------------- @