Grocer Function

NAME

c_sjt - critical values for Johansen trace statistic

CALLING SEQUENCE

[jc]=c_sjt(n,p)

PARAMETERS

Input

Output

DESCRIPTION

Finds critical values for Johansen trace statistic.

EXAMPLE

cvt(i,:) = c_sjt(m-i+1,grocer_p);  

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

AUTHOR

Eric Dubois 2002