CORRADO Procedure

@Corrado computes the non-parametric test statistic from Corrado (1989).

@Corrado( options ) r

Parameters

r	(RECTANGULAR) number of periods x number of securities matrix of abnormal returns.

Options

EVENT=row for the event time [1]

Variables Defined

%CDSTAT	test statistic (REAL)
%SIGNIF	two-tailed Normal significance level (REAL)