Hello,
I have a few questions about Phillips& Ouliaris Unit Root Test of type Pz 
1) I noticed that critical values given in the article "Asymptotic properties of residual..." by Phillips and Ouliaris are different from those given by R. More presicely - they are swaped with each other. Could explain why?
2) that question is quite stupid. Can you explain what coefficients for test Pz mean?
for Pu it is straight-forward -      Var1~ Var2*k1 + intercept +u. and u is tested for having a unit root.
for Pz there it looks like
Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) 0.010013   0.002409   4.156 3.40e-05 ***
zrV1        0.971824   0.006092 159.536  < 2e-16 ***
zrV2        0.108994   0.047737   2.283   0.0225 *  
 
is it an equation for first differences? like if zrV1 is the first differ for V1 and zrV2 is the first diff for zrV2 then
k1*zrV1+k2*zrV2+intercept~0   ???
 
3) and the last question - why for Pz there is an option to use demean="trend" and there is no such an option for Pu?
 
Kind regards,
Victor
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