rztcrit — critical values for the cadf Zt statistic
[crit]=rztcrit(nobs,k,p)
nobs: # of observations
k: # of variables in x-matrix from cadf()
p: order of time polynomial in the null-hypothesis
- p = 0, for constant term
- p = 1, for constant plus time-trend
- p = 2, 3 or 4 for higher order time trend polynomial
crit: a (6 x 1) vector of critical values: [1% 5% 10% 90% 95% 99%] quintiles