TIME SERIES BEHAVIOUR OF THE IBM 360 AND IBM 1130 RANDOM NUMBER GENERATORS

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Authors
  1. Leese, E.L.
Corporate Authors
Operational Research and Analysis Establishment, Ottawa ONT (CAN) Directorate of Mathematics and Statistics
Abstract
The note examines the "time series" properties of the random number sequences generated by the IBM Scientific Subroutine Package routine RANDU, for the IBM 360 and IBM 1130 computers, from the point of view of serial correlation at various lags from one to ten.
Report Number
DMS-SN-18-75 —
Date of publication
15 Sep 1975
Number of Pages
18
DSTKIM No
76-00704
CANDIS No
117622
Format(s):
Document Image stored on Optical Disk;Originator's fiche received by DSIS

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