About one of my assignment

[gabrielwong1991]

Hi guys I have given an assignment for econometric working on wald test.


The scenario is:
I have been asked to do a simple regression model and the model itself have unit root exists by previous econometric analysis.
The lecturer provide steps for us:
My data was regress upon an intercept and trend. Command:(ls -my data- c @trend)
Residual was saved and denoted by x. Command:(genr x = resid)
First difference was denoted by dx. Command: (gner dx= x-x(-1))

Then ran a further regression using this command: (ls x(-1)*(dx(-1)>=0) x(-1)*(dx(-1)<0) dx(-1 to -10))
He then asks us to do a wald test on the further regression above.

I do not understand what the command on further regression do? (ls x(-1)*(dx(-1)>=0) x(-1)*(dx(-1)<0) dx(-1 to -10))
can someone shed some light on this?

Thanks