Mr Cottrell....thank you for your reply given below. For what it is worth, please may I suggest to all students/researchers, particularly those studying time series, that at any time a simulation is utilised from which inferences are drawn, then always have detailed knowledge about the data produced by the RNG utilised. As you know an ARMA or an ARFIMA simulation relies upon the production of random numbers. So when using a propriety Stats Package, its proper to know the manner by which the RNG gives its output and to be able to justify the distribution that feeds the ARMA generation. Mr Cottrell's package below is the very best I've read. Hudson ----- Original Message ----- From: Allin Cottrell To: Gretl list Sent: Saturday, January 15, 2011 11:20 AM Subject: Re: [Gretl-users] the gretl RNG On Sat, 15 Jan 2011, Dr RJF Hudson wrote: The currently canonical test suite seems to be TestU01, devised by P. L'Ecuyer and R. Simard. See http://www.iro.umontreal.ca/~simardr/testu01/tu01.html The elements of the test are derived from various sources, including several from Donald Knuth of TeX fame. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users