Grocer Function
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.
AUTHOR
Eric Dubois 2002