allocate 1000

SET TAU = 0.  		;* The vector where the t-statistics are saved for each replication.

COMPUTE N=50  		;* sample size
SMPL 1 N
SET Y = 0.


DO IREP =1,1000

	SET EPSILON = %RAN(1.)

	COMPUTE Y(1) = 0.01 + EPSILON(1)

	DO I=2,50   ;   COMPUTE Y(I) = Y(I-1) + EPSILON(I)  ; END DO I

	LINREG(NOPRINT) Y ; #   Y{1}

	COMPUTE TAU(IREP)=(%beta(1)-1.)/%stderrs(1)

ENDDO IREP


smpl 1 1000
COMPUTE FRAC=%FRACTILES(Tau,|| 0.01 , 0.05 , 0.10 ||)
DISPLAY '1%, 5% and 10% critical values are   ' FRAC

ORDER Tau
DISPLAY '1%, 5% and 10% critical values are   ' Tau(10) Tau(50) tau(100)     ;* JUST TO SEE THAT THEY ARE SIMILAR