INPUT FILE 1 (Input file for generating data):
------------------------------------------------------
This is the input file for WBS
Is data to be generated?, idtyp =
     'y'
(1) for one-sided testing (.05) and (2) for two-sided testing, iside =
     1
Number of (bootstrap) realizations, number of simulations, nmrl, nsim =
     399   100
Realization length
     100 
Autoregressive (AR) order, p =
     10
Auto regressive (AR) coefficients, phi(i), i= 1,p:
   2.1765 -1.6926 .9443 -.7730 .6793 -.4383 .0608 -.2369 .4745 -.2024 
Moving average (MA) order, q =
     0
Moving average (MA) coefficients, theta(i), i= 1,q:
     0.0
White noise variance, vara =
     .001196
mu = a + bt, a,b =
     0.      -0.0083
Sig level
        .05
Summary results only, isumm =
        'n'






INPUT FILE 2 (Data read in file fort.7):
------------------------------------------------------------ 
This is the input file for WBS
Is data to be generated?, idtyp =
     'n'   
(1) for one-sided testing (.05) and (2) for two-sided testing, iside =
     1
Number of (bootstrap) realizations, number of simulations, nmrl, nsim =

     399   1
Realization length
     100
Autoregressive (AR) order, p =
     2
Auto regressive (AR) coefficients, phi(i), i= 1,p:
     0.0 0.0
Moving average (MA) order, q =
     0   
Moving average (MA) coefficients, theta(i), i= 1,q:
     0.0   
White noise variance, vara =
     1.0
mu = a + bt, a,b =
     0.     0.
Sig level
        .05
Summary results only, isumm =
        'n'

Note: phi(i), theta(i), vara, a, b are not used if data read in.
However, "dummy" values for these should be entered because the
program is designed to read these.  For example, if the AR order
is entered as p, then the program wants to see p coefficients.
Also, it should be noted that this program does not do model
identification, so the orders p and q must be predetermined.