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.