PROGRAM FILE 142: SERIAL CORRELATION TEST OF RND FUNCTION.
    ANSI STANDARD 8.4

SECTION 142.1: SERIAL CORRELATION TEST OF RND FUNCTION.

THIS PROGRAM COMPUTES THE SERIAL CORRELATION COEFFICIENT
BETWEEN PAIRS OF ADJACENT RANDOM NUMBERS. THE RESULT IS 
COMPARED WITH THE EXPECTED VALUE FOR UNIFORM INDEPENDENT
RANDOM NUMBERS. (BECAUSE THE PAIR I AND I+1 IS NOT
COMPLETELY INDEPENDENT OF I+1, I+2, THE EXPECTED VALUE
OF THE COEFFICIENT IS NOT EXACTLY ZERO.)

***** THIS TEST IS INFORMATIVE ONLY *****

                  BEGIN TEST

WITH ABOUT 95% PROBABILITY, WE EXPECT CORRELATION TO
EQUAL -.001001  + OR -  6.31822E-2 

THAT IS, WE EXPECT -6.41832E-2  <= CORRELATION <=  6.21812E-2 

ACTUAL CORRELATION = -4.90899E-2 

*** INFORMATIVE TEST PASSED ***

                  END TEST

END PROGRAM 142
