coeffs_ct {CADFtest} | R Documentation |

## Tables of coefficients to compute p-values

### Description

These tables contain the response surface coefficients needed to compute the p-value of Hansen's
CADF test (see Costantini et al., 2007; Lupi, 2009). `coeffs_ct`

, `coeffs_c`

,
`coeffs_nc`

are the relevant tables for the constant plus trend, constant, and
no constant case, respectively.

### Usage

data("coeffs_ct")
data("coeffs_c")
data("coeffs_nc")

### Format

The tables are saved as binary data `.rda`

objects. They are *(1005 \times 5)* matrices,
where the first column represents probabilities and the following four columns are
*β_0, …, β_3* in eqn. (13) in Costantini et al. (2007) (see also Lupi, 2009).

### Author(s)

Claudio Lupi

### Source

Costantini et al. (2007).

### References

Costantini M, Lupi C, Popp S (2007), A Panel-CADF Test for Unit Roots, University of Molise,
*Economics & Statistics Discussion Paper* 39/07.
http://econpapers.repec.org/paper/molecsdps/esdp07039.htm.

Lupi C (2009). Unit Root CADF Testing with R, *Journal of Statistical Software*,
**32**(2), 1–19. http://www.jstatsoft.org/v32/i02/

[Package

*CADFtest* version 0.3-3

Index]