Pooling Function for Cointegration test PANIC (2004)

Description

This function find the P values for the pooled cointegration test in PANIC (2010)

Usage

1
poolcoint(a,x,r)

Arguments

a

A matrix containing the p values

x

A matrix containing the adf test to be pooled

r

An integer for the number of factors determined by getnfac()

Value

pvala a numeric vector of the fisher sum of the p-values for the cointegration test

pvalb a numeric vector containing the critical value of the cointegration test