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  is \code{TRUE}, then the truncation lag parameter is set to
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  is \code{TRUE}, then the truncation lag parameter is set to
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  \code{trunc(4*(n/100)^0.25)}, otherwise
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  \code{trunc(4*(n/100)^0.25)}, otherwise
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  \code{trunc(12*(n/100)^0.25)} is used.  The p-values are
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  \code{trunc(12*(n/100)^0.25)} is used.  The p-values are
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  interpolated from Table 4.2, page 103 of Banerjee \emph{et al.}
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  interpolated from Table 4.2, page 103 of Banerjee \emph{et al.}
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  (1993).
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  (1993).
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  Missing values are not handled.
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  Missing values are not handled.
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}
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}
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\value{
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\value{
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  A list with class \code{"htest"} containing the following components:
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  A list with class \code{"htest"} containing the following components:
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  \item{statistic}{the value of the test statistic.}
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  \item{statistic}{the value of the test statistic.}
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  \item{parameter}{the truncation lag parameter.}
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  \item{parameter}{the truncation lag parameter.}
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  \item{p.value}{the p-value of the test.}
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  \item{p.value}{the p-value of the test.}
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  \item{method}{a character string indicating what type of test was
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  \item{method}{a character string indicating what type of test was
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    performed.}
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    performed.}
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  \item{data.name}{a character string giving the name of the data.}
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  \item{data.name}{a character string giving the name of the data.}
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}
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}
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\references{
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\references{
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  A. Banerjee, J. J. Dolado, J. W. Galbraith, and D. F. Hendry (1993)
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  A. Banerjee, J. J. Dolado, J. W. Galbraith, and D. F. Hendry (1993)
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  \emph{Cointegration, Error Correction, and the Econometric Analysis
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  \emph{Cointegration, Error Correction, and the Econometric Analysis
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    of Non-Stationary Data}, Oxford University Press, Oxford.
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    of Non-Stationary Data}, Oxford University Press, Oxford.
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  P. Perron (1988) Trends and random walks in macroeconomic time
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  P. Perron (1988) Trends and random walks in macroeconomic time
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  series. \emph{Journal of Economic Dynamics and Control} \bold{12},
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  series. \emph{Journal of Economic Dynamics and Control} \bold{12},
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  297--332.
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  297--332.
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}
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}
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\author{A. Trapletti}
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\author{A. Trapletti}