Programming Code
RATS Code
M_TAR.SRC - computes the Momentum and Threshold Autoregressive Unit Root Test when the attractor is a level. Download it here.
M_TAR_TREND.SRC - computes the Momentum and Threshold Autoregressive Unit Root Test when the attractor is a linear time trend. Download it here.
TAR_COINT.SRC - computes the M-TAR based Cointegration Test. Download it here.
Gauss Code
Code to find the frequency that minimizes the Residual Sum of Squares of the Flexible Fourier Stationarity Test. See Becker, R., Enders, W., and Lee, J. (2006) for details.
Code to perform the Flexible Fourier Stationarity Test. See Becker, R., Enders, W., and Lee, J. (2006) for details.
