Name

schmiphi_tab — critical values for the Schmidt-Phillips statistic

CALLING SEQUENCE

[critical1,critical2]=schmiphi_tab(p,T)

PARAMETERS

Input

• p: order of the polynomial trend

• T: # of observations

Output

• critical1: (1% - 2.5% - 5% -10%) critical values of the rho test

• critical2: (1% - 2.5% - 5% -10%) critical values of the tau test

DESCRIPTION

Returns critical values for the Schmidt-Phillips statistic.

EXAMPLE

1) [critical1,critical2]=schmiphi_tab(grocer_t,nobs)
2) [c1,c2]=schmiphi_tab(1,100)
 
Example 1 is taken from function schmiphi. Example 2 provides Schmidt 
and Phillips table for a model with a simple trend and 100 observations.

               

AUTHOR

Eric Dubois 2002