Grocer Function

NAME

ztcrit - critical values for the ADF Zt statistic

CALLING SEQUENCE

[crit]=ztcrit(nobs,p)

PARAMETERS

Input

Output

DESCRIPTION

Returns critical values for the Zt statistic used in adf().

EXAMPLE

crit=ztcrit(nobs,p)

This Example is taken from function adf...

AUTHOR

Eric Dubois 2002