smk_crit {bootCT}

Critical values of the F-test on the independent variables in the conditional ARDL model.

Description

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%.

Usage

smk_crit

Format

A data frame with 144 rows and 17 variables

case

case related to intercept and trend specification. Only I, III or V

prob

significance levels. 0.01, 0.025, 0.05 or 0.10

num

sample size, 30 to 80 and beyond for asymptotic critical values

I0_x

right threshold for accepting the null of zero coefficients in the Find test. x: 1 to 7

I1_x

left threshold for rejecting the null of zero coefficients in the Find test. x: 1 to