urca-internal          package:urca          R Documentation(latin1)

_C_r_i_t_i_c_a_l _v_a_l_u_e_s _f_o_r _S_c_h_m_i_d_t & _P_h_i_l_l_i_p_s _U_n_i_t _R_o_o_t _T_e_s_t

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     .spcv(obs, type, pol.deg, signif)

_A_r_g_u_m_e_n_t_s:

     obs: The sample size.

    type: The test type.

 pol.deg: The polynomial degree.

  signif: The significance level.

_V_a_l_u_e:

     The critical value of the test.

_A_u_t_h_o_r(_s):

     Bernhard Pfaff

_R_e_f_e_r_e_n_c_e_s:

     Schmidt, P. and Phillips, P.C.B. (1992), LM Test for a Unit Root
     in the Presence of Deterministic Trends, _Oxford Bulletin of
     Economics and Statistics_, *54(3)*, 257-287.

     Download possible at: <URL: http://cowles.econ.yale.edu/>, see
     rubric 'Discussion Papers (CFDPs)'.

_S_e_e _A_l_s_o:

     'ur.sp'.

