new;
library pgraph;
tim = seqa(1,1,200);

#include break.prc;
load simul[201,14] = c:\docs\bilkent\gradmetr\511\strucchg\simul.txt;

t=195;

y=simul[2:201,12];
n=rows(y);
yy=y[n-t+1:n]-y[n-t:n-1];

x=simul[2:201,11];
n=rows(x);
xx=x[n-t+1:n]-x[n-t:n-1];

format 9,4;
output file = example.out reset;
lag = 1;
"Autoregressive Lag Order= " lag;

pi1=.10;
pi2=.90;
  y = yy[1+lag:t];
  x = ones(t-lag,1);
  let qvar = "M2" "Constant";
  l=1; do while l<=lag;
    x = x~yy[1+lag-l:t-l]~xx[1+lag-l:t-l];
    ll = ftos(l,"%*.*lf",1,0);
    qy = "M2(-" $+ ll $+ ")";
    qx = "i3(-" $+ ll $+ ")";
    qvar=qvar|qy|qx;
  l=l+1;endo;
  break_t(y,x,qvar,pi1,pi2);
  "";"";
output off;