 Usage:  (kp, critvalue) = kpssnum(y,T)  

 

 Input:



  y                      vector 

                         

  T                      scalar, truncation lag for the autocorrelation consistent variance estimator 

                         

 Output:



  kp                     vector 

                         

  critvalue              vector 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

