function t_crit = tcrit(n,pval0) % function t_crit = tcrit(n,pval0) % % given the p-value pval0, the function givese the % critical value t_crit of the t-distribution with n degress of freedom % % Written by Marco Ratto % Joint Research Centre, The European Commission, % marco.ratto@ec.europa.eu % Copyright © 2011-2012 European Commission % Copyright © 2011-2017 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . if nargin==1 || isempty(pval0) pval0=0.05; end if pval0==1 t_crit=0; return end if pval0==0 t_crit=inf; return end pval = [ 0.10 0.05 0.025 0.01 0.005 0.001]; pval0=max(pval0,min(pval)); ncol=min(find(pval<=pval0))+1; t_crit=[ 1 3.078 6.314 12.706 31.821 63.657 318.313 2 1.886 2.920 4.303 6.965 9.925 22.327 3 1.638 2.353 3.182 4.541 5.841 10.215 4 1.533 2.132 2.776 3.747 4.604 7.173 5 1.476 2.015 2.571 3.365 4.032 5.893 6 1.440 1.943 2.447 3.143 3.707 5.208 7 1.415 1.895 2.365 2.998 3.499 4.782 8 1.397 1.860 2.306 2.896 3.355 4.499 9 1.383 1.833 2.262 2.821 3.250 4.296 10 1.372 1.812 2.228 2.764 3.169 4.143 11 1.363 1.796 2.201 2.718 3.106 4.024 12 1.356 1.782 2.179 2.681 3.055 3.929 13 1.350 1.771 2.160 2.650 3.012 3.852 14 1.345 1.761 2.145 2.624 2.977 3.787 15 1.341 1.753 2.131 2.602 2.947 3.733 16 1.337 1.746 2.120 2.583 2.921 3.686 17 1.333 1.740 2.110 2.567 2.898 3.646 18 1.330 1.734 2.101 2.552 2.878 3.610 19 1.328 1.729 2.093 2.539 2.861 3.579 20 1.325 1.725 2.086 2.528 2.845 3.552 21 1.323 1.721 2.080 2.518 2.831 3.527 22 1.321 1.717 2.074 2.508 2.819 3.505 23 1.319 1.714 2.069 2.500 2.807 3.485 24 1.318 1.711 2.064 2.492 2.797 3.467 25 1.316 1.708 2.060 2.485 2.787 3.450 26 1.315 1.706 2.056 2.479 2.779 3.435 27 1.314 1.703 2.052 2.473 2.771 3.421 28 1.313 1.701 2.048 2.467 2.763 3.408 29 1.311 1.699 2.045 2.462 2.756 3.396 30 1.310 1.697 2.042 2.457 2.750 3.385 31 1.309 1.696 2.040 2.453 2.744 3.375 32 1.309 1.694 2.037 2.449 2.738 3.365 33 1.308 1.692 2.035 2.445 2.733 3.356 34 1.307 1.691 2.032 2.441 2.728 3.348 35 1.306 1.690 2.030 2.438 2.724 3.340 36 1.306 1.688 2.028 2.434 2.719 3.333 37 1.305 1.687 2.026 2.431 2.715 3.326 38 1.304 1.686 2.024 2.429 2.712 3.319 39 1.304 1.685 2.023 2.426 2.708 3.313 40 1.303 1.684 2.021 2.423 2.704 3.307 41 1.303 1.683 2.020 2.421 2.701 3.301 42 1.302 1.682 2.018 2.418 2.698 3.296 43 1.302 1.681 2.017 2.416 2.695 3.291 44 1.301 1.680 2.015 2.414 2.692 3.286 45 1.301 1.679 2.014 2.412 2.690 3.281 46 1.300 1.679 2.013 2.410 2.687 3.277 47 1.300 1.678 2.012 2.408 2.685 3.273 48 1.299 1.677 2.011 2.407 2.682 3.269 49 1.299 1.677 2.010 2.405 2.680 3.265 50 1.299 1.676 2.009 2.403 2.678 3.261 51 1.298 1.675 2.008 2.402 2.676 3.258 52 1.298 1.675 2.007 2.400 2.674 3.255 53 1.298 1.674 2.006 2.399 2.672 3.251 54 1.297 1.674 2.005 2.397 2.670 3.248 55 1.297 1.673 2.004 2.396 2.668 3.245 56 1.297 1.673 2.003 2.395 2.667 3.242 57 1.297 1.672 2.002 2.394 2.665 3.239 58 1.296 1.672 2.002 2.392 2.663 3.237 59 1.296 1.671 2.001 2.391 2.662 3.234 60 1.296 1.671 2.000 2.390 2.660 3.232 61 1.296 1.670 2.000 2.389 2.659 3.229 62 1.295 1.670 1.999 2.388 2.657 3.227 63 1.295 1.669 1.998 2.387 2.656 3.225 64 1.295 1.669 1.998 2.386 2.655 3.223 65 1.295 1.669 1.997 2.385 2.654 3.220 66 1.295 1.668 1.997 2.384 2.652 3.218 67 1.294 1.668 1.996 2.383 2.651 3.216 68 1.294 1.668 1.995 2.382 2.650 3.214 69 1.294 1.667 1.995 2.382 2.649 3.213 70 1.294 1.667 1.994 2.381 2.648 3.211 71 1.294 1.667 1.994 2.380 2.647 3.209 72 1.293 1.666 1.993 2.379 2.646 3.207 73 1.293 1.666 1.993 2.379 2.645 3.206 74 1.293 1.666 1.993 2.378 2.644 3.204 75 1.293 1.665 1.992 2.377 2.643 3.202 76 1.293 1.665 1.992 2.376 2.642 3.201 77 1.293 1.665 1.991 2.376 2.641 3.199 78 1.292 1.665 1.991 2.375 2.640 3.198 79 1.292 1.664 1.990 2.374 2.640 3.197 80 1.292 1.664 1.990 2.374 2.639 3.195 81 1.292 1.664 1.990 2.373 2.638 3.194 82 1.292 1.664 1.989 2.373 2.637 3.193 83 1.292 1.663 1.989 2.372 2.636 3.191 84 1.292 1.663 1.989 2.372 2.636 3.190 85 1.292 1.663 1.988 2.371 2.635 3.189 86 1.291 1.663 1.988 2.370 2.634 3.188 87 1.291 1.663 1.988 2.370 2.634 3.187 88 1.291 1.662 1.987 2.369 2.633 3.185 89 1.291 1.662 1.987 2.369 2.632 3.184 90 1.291 1.662 1.987 2.368 2.632 3.183 91 1.291 1.662 1.986 2.368 2.631 3.182 92 1.291 1.662 1.986 2.368 2.630 3.181 93 1.291 1.661 1.986 2.367 2.630 3.180 94 1.291 1.661 1.986 2.367 2.629 3.179 95 1.291 1.661 1.985 2.366 2.629 3.178 96 1.290 1.661 1.985 2.366 2.628 3.177 97 1.290 1.661 1.985 2.365 2.627 3.176 98 1.290 1.661 1.984 2.365 2.627 3.175 99 1.290 1.660 1.984 2.365 2.626 3.175 100 1.290 1.660 1.984 2.364 2.626 3.174 inf 1.282 1.645 1.960 2.326 2.576 3.090 ]; if n<=100 t_crit=t_crit(n,ncol); else t_crit=t_crit(end,ncol); end