Fuller (1996, p. 364) also gave the exact distribution function for Fisher’s periodogram test statistic cited in Exercise 7.7:               1 − F(y) = k j=1 (−1) j−1 m j 1 − jy m m−1 , where k =  m...

Fuller (1996, p. 364) also gave the exact distribution function for Fisher’s periodogram test statistic cited in Exercise 7.7:

              1 − F(y) = k j=1 (−1) j−1

Discuss the difficulties in its computation; then write an algorithm to compute them and check your results from that exercise.