A HIGH-LEVEL LANGUAGE PROGRAM TO OBTAIN THE BOOTSTRAP CORRECTED ADF TEST STATISTIC

A high-level language program to obtain the bootstrap-corrected asympt otic distribution-free (ADF) test statistic proposed by Yung and Bentl er (1994) is reviewed. The program uses the Gauss-Newton algorithm, fi rst to obtain the ADF test statistic from the raw data, and second, to achieve the corrected test statistic from 500 independent bootstrap s amples. A generator of nonnormal random samples was also implemented, according to the algorithms of Fleishman (1978) and Vale and Maurelli (1983), which permits the realization of Monte Carlo simulations. Furt hermore, the open nature of the program facilitates the inclusion of n ew procedures as well as the possibility of increased control of the p rocedures, variables, and equations.