//
//  Program: SBIN.do
//  Written by: Larry Taylor and Joe Cardinale, Fall 2007
//  
//  Purpose:  Inputs empirical cycle results
//    

program define SBIN, rclass
      set more off
      set memory 10M    /* for Intercooled Stata users  */

//
//  Specify the file you are inputting.  Below is assuming a tab deliminated
//     text file with turning points already calculated
//

insheet s using c:\lehigh\lehigh_stata\tp_expand.txt, clear tab

//
//  Generate variables used for the empirical regression and for significance testing
//  following the bootstrapping process
//

    gen t = _n      /* Equals the Observation number */
    
    gen phase = 1
        replace phase = phase[_n-1] + s[_n-1] if t > 1

    gen DUR = 1
        replace DUR = 1 if s[_n-1] == 1 & t > 1
        replace DUR = DUR[_n-1] + 1 if s[_n-1] == 0 & t > 1

    gen prob = phase[_N] / _N
        return scalar prob = prob

//
//  The underlying regression to be used in simulation
//

   quietly regress s DUR
        gen ttesthat = _b[DUR] / _se[DUR]
        return scalar ttesthat = ttesthat

    
di "The empirical t-ratio is " ttesthat
di "The coefficient of the duration variable is " _b[DUR]

   drop t s DUR phase

//
// Compress data -- allow Stata to optimize data storage to minimize size restrictions
//

quietly compress

end