/* Lag k serial correlation test for U(0,1) sequence */
new; cls;
x=rndu(100,1);
call scorrtest(x,1);
call scorrtest(x,2);
call scorrtest(x,3);
call scorrtest(x,4);



proc scorrtest(x,k);
   local n,nk,x1,x2,r,Z,pval;
   if ismiss(x);
      errorlog "Warning: missing data found.";
      x=packr(x);
   endif;
   if not(x>=0 and x<=1);
      errorlog "Error: This is not U(0,1).";
      retp(".");
   endif;
   n=rows(x);
   x1=x[1:n-k];
   x2=x[k+1:n];
   nk=n-k;
   r=(1/nk*sumc(x1.*x2)-meanc(x1)^2)/(1/nk*sumc((x-meanc(x1))^2));
   Z=sqrt(nk)*r/sqrt(13);
   pval=2*(1-cdfn(abs(Z)));
/* results */
   print "Serial Correlation Test(lag k):";
   print/rz "n   =" n;; print/rz "    (n-k)=" n-k;
   print/rz "k   =" k;
   print    "r(k)=" r;
   print    "Z   =" Z;
   print    "pval=" pval;
/* graph */
   library pgraph;
   graphset;
   pqgwin auto;
   _pcross=1;
   _plctrl=-1;
   title("lag"$+ftocv(k,1,0));
   xy(x1,x2);
   retp(x1);
endp;