pantrendtst.m (533B)
1 % PanTrendTST.m []=pantrendtst(y,detx,terms) 2 % Estimates linear trends (terms=1) or quadratic (terms=2) trends 3 % Includes fixed effects if detx>=2 4 5 6 function [bb,tt]=pantrendtst(y,detx,terms); 7 8 if exist('terms')~=1; terms=1; end; 9 10 sy = panlag(y,0,detx>=2); % Get demeaned lags? 11 trnd= pantrend(y,0,3,terms); % 3 ==> demean the trend. 12 [bb, tt, sig] = lstiny(sy,trnd); 13 if terms==1; 14 fprintf('%8.4f %8.4f %8.2f',[bb bb/tt tt]); 15 elseif terms==2; 16 fprintf('%8.4f %8.2f %8.4f %8.2f',[bb(1) tt(1) bb(2) tt(2)]); 17 end;