crthegy.m

计量工具箱

                5.61	6.38
                5.55	6.27];
            
case {'theta24'}
    pflag=6;
   
   %det=1 (No Intercept, No Seasonal Dummy, No Trend)
   %rows  48  100  160  200  400
      %columns  10%        5%    (size of the test)
   zt(:,:,1) = [2.21	2.80	
                2.21	2.76	
                2.18	2.72	
                2.22	2.73	
                2.19	2.76];
   %det=2 (Intercept, No Seasonal Dummy, No Trend)             
   %rows  48  100  160  200  400
      %columns  10%        5%    (size of the test)
   zt(:,:,2) = [2.17	2.63	
                2.18	2.74	
                2.21	2.74	
                2.19	2.75	
                2.15	2.69];
   %det=3 (Intercept, Seasonal Dummy, No Trend)             
   %rows  48  100  160  200  400
      %columns  10%        5%    (size of the test)
   zt(:,:,3) = [5.16	6.60
                5.18	6.05
                5.16	6.04
                5.14	5.99
                5.15	5.95];
   %det=4 (Intercept, No Seasonal Dummy, Trend)             
   %rows  48  100  160  200  400
      %columns  10%        5%    (size of the test)
   zt(:,:,4) = [2.14	2.67
                2.15	2.76
                2.15	2.75
                2.17	2.72
                2.16	2.70];
   %det=5 (Intercept, Seasonal Dummy, Trend)             
   %rows  48  100  160  200  400
      %columns  10%        5%    (size of the test)
   zt(:,:,5) = [5.13	6.09
                5.13	5.99
                5.14	5.91
                5.10	5.89
                5.1	    5.9];
  
case {'theta34'}
    pflag=7;
   
   %det=1 (No Intercept, No Seasonal Dummy, No Trend)
   %rows  48  100  136  200
      %columns  10%      5%      2.5%    1% (size of the test)
   zt(:,:,1) = [2.45	3.26	4.04	5.02	
                2.39	3.12	3.89	4.89	
                2.41	3.14	3.86	4.81	
                2.42	3.16	3.92	4.81];
   %det=2 (Intercept, No Seasonal Dummy, No Trend)             
   %rows  48  100  136  200
      %columns  10%      5%      2.5%    1% (size of the test)
   zt(:,:,2) = [2.32	3.04	3.78	4.78	
                2.35	3.08	3.81	4.77	
                2.36	3.00	3.70	4.73	
                2.37	3.12	3.86	4.76];
   %det=3 (Intercept, Seasonal Dummy, No Trend)             
   %rows  48  100  136  200
      %columns  10%      5%      2.5%    1% (size of the test)
   zt(:,:,3) = [5.50	6.60	7.68	9.22	
                5.56	6.57	7.72	8.74	
                5.56	6.63	7.66	8.92	
                5.56	6.61	7.53	8.93];
   %det=4 (Intercept, No Seasonal Dummy, Trend)             
   %rows  48  100  136  200
      %columns  10%      5%      2.5%    1% (size of the test)
   zt(:,:,4) = [2.23	2.95	3.70	4.64	
                2.31	2.98	3.71	4.70	
                2.33	3.04	3.69	4.57	
                2.34	3.07	3.76	4.66];
   %det=5 (Intercept, Seasonal Dummy, Trend)             
   %rows  48  100  136  200
      %columns  10%      5%      2.5%    1% (size of the test)
   zt(:,:,5) = [5.37	6.55	7.70	9.27	
                5.52	6.60	7.52	8.79	
                5.55	6.62	7.59	8.77	
                5.56	6.57	7.56	8.96];
            
        
        otherwise
        error('Wrong type');
        
    end
     
    
    %No. of Observations
    
    %recode strings
    %pflag String
    %1      pi1
    %2      pi2
    %3      pi3
    %4      pi4
    %5      theta14
    %6      theta24
    %7      theta34
    
    if pflag==1|pflag==2|pflag==3|pflag==4|pflag==7
    %rows  48  100  136  200
    if (nobs>=0 & nobs<=48); 
           r=1;
           c=asgc(sig,pflag);
    elseif (nobs>49 & nobs<=100); 
           r=2;
           c=asgc(sig,pflag);
    elseif (nobs>101 & nobs<=136); 
           r=3;
           c=asgc(sig,pflag);
    elseif (nobs>137 & nobs<=200); 
           r=4;
           c=asgc(sig,pflag);
    else
           error('Wrong nobs');
       end;
        
    else if pflag==5|pflag==6
   %rows  48  100  160  200  400
    if (nobs>=0 & nobs<=48); 
           r=1;
           c=asgc(sig,pflag);
    elseif (nobs>49 & nobs<=100); 
           r=2;
           c=asgc(sig,pflag);
    elseif (nobs>101 & nobs<=160); 
           r=3;
           c=asgc(sig,pflag);
    elseif (nobs>161 & nobs<=200); 
           r=4;
           c=asgc(sig,pflag);
    elseif (nobs>201 & nobs<=400);
           r=5;
           c=asgc(sig,pflag);
    else
           error('Wrong nobs');
       end;
    
   else
       error('Wrong type');
       
   end; 
  
             
    end
    
    %critical value
        crit = zt(r,c,det);
    
    
    function c = asgc(sig,pflag)
    % define column
    if pflag==1|pflag==2|pflag==3
    %columns  1%   2.5%    5%        10%    (size of the test)
     switch sig 
          case 0.01
              c=1;
          case 0.025
              c=2;
          case 0.05
              c=3;
          case 0.1
              c=4;
          otherwise
            error('Wrong sig');
        end;
            
    elseif  pflag==4

     %columns  1%   2.5%      5%     10%      90%   95%     97.5%   99% (size of the test)
     switch sig 
          case 0.01
              c=1;
          case 0.025
              c=2;
          case 0.05
              c=3;
          case 0.1
              c=4;
          case 0.9
              c=5;
          case 0.95
             c=6;
          case 0.975
             c=7;
          case 0.99
             c=8;
         otherwise
            error('Wrong sig');
        end;
        
       
    elseif pflag==7

     %columns  10%      5%      2.5%    1% (size of the test)
         switch sig 
          case 0.1
              c=1;
          case 0.05
             c=2;
          case 0.025
             c=3;
          case 0.01
             c=4;
         otherwise
            error('Wrong sig');
        end;
        
    elseif pflag==5|pflag==6
        %columns  10%        5%    (size of the test)
    switch sig 
          case 0.1
              c=1;    
          case 0.05
              c=2;
          otherwise
            error('Wrong sig');
        end;
         
    else
        error('Wrong type');
    end