A high-level language program to obtain the bootstrap corrected ADF test statistic

A high-level language program to obtain the bootstrap-corrected asymptotic distribution-free (ADF) test statistic proposed by Yung and Bentler (1994) is reviewed. The program uses the Gauss-Newton algorithm, first to obtain the ADF test statistic from the raw data, and second, to achieve the corrected test statistic from 500 independent bootstrap samples. 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. Furthermore, the open nature of the program facilitates the inclusion of new procedures as well as the possibility of increased control of the procedures, variables, and equations.