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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

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FORTRAN Programs for Running the TR Test: A Guide and Examples

Philip Rothman1

1Department of Economics, Brewster Building East Carolina University Greenville, NC 27858 USA,

Citation Information: Studies in Nonlinear Dynamics & Econometrics. Volume 1, Issue 4, ISSN (Online) 1558-3708, DOI: https://doi.org/10.2202/1558-3708.1023, January 1997

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This article offers supplementary material which is provided at the end of the article.

This paper provides a guide to two FORTRAN programs, called TRT1.FOR and TRT2.FOR, written to run the two stages of the Ramsey and Rothman (1996) time-reversibility (TR) test. Original FORTRAN source code and executable (on an IBM-compatible PC) versions of the programs are available. The major step in successfully running the programs is setting up two ASCII control files, called TRT1.CNL and TRT2.CNL. Two examples are provided.

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