urca-internal | R Documentation |

This function is an internal function and is called by
`ur.sp`

. It computes the critical value of the Schmidt and
Phillips test, given a level of significance, the polynomial degree of
the test regression, the test type and the sample size.

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

`obs` |
The sample size. |

`type` |
The test type. |

`pol.deg` |
The polynomial degree. |

`signif` |
The significance level. |

The critical value of the test.

Bernhard Pfaff

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

`ur.sp`

.

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