.spcv

This function is an internal function and is called by
 <code>ur.sp</code>. It computes the critical value of the Schmidt and
 Phillips test, given a level of significance, the polynomial degree of
 the test regression, the test type and the sample size.

regression

urca-internal

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Eric Zivot

Matthieu Stigler

urca-internal function

<dl> <dt>obs</dt>
<dd>The sample size.</dd> <dt>type</dt>
<dd>The test type.</dd> <dt>pol.deg</dt>
<dd>The polynomial degree.</dd> <dt>signif</dt>
<dd>The significance level.</dd></dl>

Arguments

Author

Critical values for Schmidt and Phillips Unit Root Test — urca-internal

<dl>

 <dt>obs</dt>
<dd>The sample size.</dd>

 <dt>type</dt>
<dd>The test type.</dd>

 <dt>pol.deg</dt>
<dd>The polynomial degree.</dd>

 <dt>signif</dt>
<dd>The significance level.</dd>

</dl>

urca-internal: Critical values for Schmidt and Phillips Unit Root Test

Description

Usage

Value

Arguments

Author

References

See Also