* ============================================================
* Setup (Examples 1-7)
* ============================================================
use "https://www.eruygurakademi.com/datasets/nelsonplosser.dta", clear
tsset year
gen lrgnp   = log(realgnp)
gen logwage = 100 * log(realwages)
gen lcpi    = log(cpi)
gen lstock  = log(stockprice)

* Example 1: realgnp, crash, 1 break, fixed lags=4
leestra lrgnp, model(crash) breaks(1) lags(4) method(fixed)

* Example 2: realgnp, break, 2 breaks, GTOS up to 4 (default method)
leestra lrgnp, model(break) breaks(2) lags(4)

* Example 3: realgnp, no break, fixed lags=4 (Schmidt-Phillips)
leestra lrgnp, breaks(0) lags(4) method(fixed)

* Example 4: realwages, break, 1 break, GTOS up to 8
leestra logwage, model(break) breaks(1) lags(8)

* Example 5: cpi, crash, 2 breaks, fixed lags=2
leestra lcpi, model(crash) breaks(2) lags(2) method(fixed)

* Example 6: stockprice, break, 1 break, GTOS up to 6, slstay=0.05
leestra lstock, model(break) breaks(1) lags(6) slstay(0.05)

* Example 7: realgnp, break, 1 break, BG up to 4
leestra lrgnp, model(break) breaks(1) lags(4) method(bg)


* ============================================================
* Example 8: Annual data (T=43): Interest rates and inflation, Canada
* ============================================================
use https://www.eruygurakademi.com/datasets/kapetanios/jgm-data.dta, clear
leestra r_s, model(break) breaks(2)
leestra r_s, model(break) breaks(2) method(bg)
leestra r_s, model(break) breaks(2) method(bg) lags(18)
leestra r_s, model(break) breaks(2) method(bg) lags(15)
leestra r_s, model(break) breaks(2) method(bg) lags(12)


* ============================================================
* Example 9: Quarterly data (T=258): MIDAS data
* ============================================================
use https://www.eruygurakademi.com/datasets/kapetanios/gdp_midas.dta, clear
leestra qgdp, breaks(2) model(break) method(bg) thin(10)
leestra d.qgdp, breaks(2) model(break) method(bg) thin(10)
leestra d2.qgdp, breaks(2) model(break) method(bg) thin(10)


* ============================================================
* Example 10: Monthly data (T=144): Box and Jenkins Series G
* ============================================================
use https://www.eruygurakademi.com/datasets/kapetanios/bjg.dta, clear
leestra lg, breaks(2) model(break) method(bg) thin(10)


* ============================================================
* Example 11: Weekly data (T=2117): NYSE closing price 1966-2006
* ============================================================
use https://www.eruygurakademi.com/datasets/nysewk2.dta, clear
leestra close, breaks(2) thin(10)


* ============================================================
* Example 12: Daily data (T=1974): Bollerslev-Ghysels exchange rate
* ============================================================
use https://www.eruygurakademi.com/datasets/kapetanios/b-g.dta, clear
leestra Y, breaks(2) thin(10)


* ============================================================
* Accessing stored results
* ============================================================
use "https://www.eruygurakademi.com/datasets/nelsonplosser.dta", clear
tsset year
gen lrgnp = log(realgnp)
leestra lrgnp, model(break) breaks(1) lags(4)
display r(tstat)
matrix list r(bps)
matrix list r(cv)