FFROOT: Stata module to run all Fourier unit root and stationarity tests

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: fourierall is a convenience command that runs all six Fourier-based unit root and stationarity tests sequentially on the specified variable. It provides a comprehensive assessment of the unit root hypothesis using multiple methodologies.

Language: Stata
Requires: Stata version 14
Keywords: unit root tests; stationarity; Fourier (search for similar items in EconPapers)
Date: 2026-03-14
Note: This module should be installed from within Stata by typing "ssc install ffroot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fourierall.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierall.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierdf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierdf.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierdfdf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierdfdf.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierfffff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierfffff.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fouriergls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fouriergls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierkpss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierkpss.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierlm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fourierlm.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/ffroot_example.do sample do-file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459635

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