This internal data contains critical values of the Find test of Sam et al (2018), for several sample sizes and lag orders. Applicable only for cases I, III, and V. Critical values at significance levels 1%, 2.5%, 5% and 10%.
smk_critA data frame with 144 rows and 17 variables
case related to intercept and trend specification. Only I, III or V
significance levels. 0.01, 0.025, 0.05 or 0.10
sample size, 30 to 80 and beyond for asymptotic critical values
right threshold for accepting the null of zero coefficients in the Find test. x: 1 to 7
left threshold for rejecting the null of zero coefficients in the Find test. x: 1 to