critical values and p-values for the error correction test
[crit,pval] = critecm(t,k,d,T,h)
* t = t-value on the error correction term
* k = size of the cointegrationg vector
* d = type of deterministic variables
- d = -1, no deterministic part
- d = 0, for constant term
- d = 1, for constant plus time-trend
- d = 2, for costant plus quadratic time-trend
* T = Estimation sample size
* h = total number of regressors in the ECM (that is, of unrestricted coefficients)
* crit = critical value of the test
* pval = p-value of the test