受不了自己教授的极度鄙视的眼神，打算自己学，请好心前辈指教

先看看有没有readme的文件，一般里面会有解释各个程序的。

有的，可是还是看不懂

The files consist of

readme.txt                this file
tar_ci.prg                Gauss program file
tar_rate.prg                Gauss program file
zeroyld.dat                ASCII data file
ur_rate.prg                Gauss program file (univarite tests)
tar.prc                Gauss procedure file (univariate TAR tests)

The program tar_rate.prg is set up to replicate the empirical work reported in our paper.
The program tar_ci.prg is intended for modification for other empirical applications.

The procedure tar.prc executes the univariate TAR tests in Hansen (1996, Econometrica).

The dataset zeroyld.dat was taken from the wepage of Huston McCulloch:
http://economics.sbs.ohio-state.edu/mccull.html

求教啊，自己顶

readme应该是已经解释得很清楚了吧。还看不懂的话就没办法了。