R: Critical values for Schmidt & Phillips Unit Root Test

urca-internal {urca} | R Documentation

## Critical values for Schmidt \& Phillips Unit Root Test

### Description

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.

### Usage

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

### Arguments

`obs` | The sample size.
`type` | The test type.
`pol.deg` | The polynomial degree.
`signif` | The significance level.

### Value

The critical value of the test.

### Author(s)

Bernhard Pfaff

### References

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: http://cowles.econ.yale.edu/, see rubric 'Discussion Papers (CFDPs)'.

### See Also

`ur.sp`.

[Package urca version 1.3-0 Index]