View unit_root.prg
' program to find if series contains unit root and print output to spool
' arguments to program are:
' %0 = spool object to send output to
' %1, %2, ... = series to test (up to 20)
' subroutine to see if series contains unit-root.
' Arguments:
' output : a spool object to save the diagnostics output to
View choose_best_vec_model.prg
' subroutine to apply the Pantula principle for finding the optimal model type for
' testing for cointegration (see pages 323-327 of Applied Econometrics by Dimitrios Asteriou &
' Stephen Hall)
' To use these subroutines, you need to create a spool object to hold the results,
' and a group of series that you want to test. You can also optionally set a string variable %name
' to a string to prefix the final var object with (e.g. "tests").
' You then call the test_model subroutine with the spool as first arg, and group as second arg,
' For example:
'group testgroup series1 series2 series3
View gist:5823399
(defun mapcar@ (fun seq)
(let (result)
(loop for elem in (reverse seq)
for newelem = (funcall fun elem)
if (and (listp newelem)
(eq (car newelem) '@))
do (loop for newelem2 in (cdr newelem)
do (setq result (cons newelem2 result)))
else do (setq result (cons newelem result)))
View gist:5090044

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