Grocer Function

NAME

c_sja - critical values for Johansen maximum eigenvalue statistic

CALLING SEQUENCE

[jc]=c_sja(n,p)

PARAMETERS

Input

Output

DESCRIPTION

Finds critical values for Johansen maximum eigenvalue statistic

EXAMPLE

cvm(i,:) = c_sja(m-i+1,grocer_p)

Example taken from function johansen. Should not have many other uses.

AUTHOR

Eric Dubois 2002