clear
set more off

*Change xx to directory to where data and do file are.  This will be where the data set and graph are stored.
cd xx

*Example of using QLR to test for a break with 15% trimming
*Read in data set from Lecture 20
use macro_update_m.dta, clear

*Declare as time series
tsset time

*Data manipulations
drop if tin(1913m1,1958m12)
gen r90 = tb3ms
gen r10 = gs10
gen r10_r90 = r10-r90
gen baa_r10 = baa-r10
gen lemp = ln(payems)
gen dlemp = 100*D.lemp

*Run qlr_code.do to store the QLR command in memory
qui do qlr_prog.do

*Note: if using a Mac, open qlr_prog.do and find/replace "emf" with "png" or another extension. 

*Run QLR code for ADL(3,3) model
qlr dlemp L(1/3).dlemp L(1/3).baa_r10 if tin(1962m1,2011m9), trim(0.15) display(10)

*Look up critical value in table 14.6 on page 559 of Stock and Watson for critical values with 15% trimming

*Data and graph will be saved in the working directory:
cd