This is the readme file for the non-linearity
in the DJIA paper

1) put all files in the same directory
2) the data file is 'DJIA-daily.txt'
3) run the Eviews batch program 'djia-data-daily.prg'
4) do the GARCH inside EVIEWS
5) save the residuals after the GARCH 
6) the residual file is 'residualsar1garch11.txt'
7) compile the Fortran File and run it on the residual file
8) the output file is 'residualsar1garch11.out'
9) This out file is the result used in Table 1 in the paper.

O. Mikhail
http://www.bus.ucf.edu/omikhail