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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

[c1,c2]=schmiphi_tab(1,100)
 
// Provides Schmidt and Phillips table for a model with a simple trend and 100 observations.

AUTHOR

Eric Dubois 2002

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