比如一个模型，我看不懂公式，如何编写脚本？或者如何找出模型的脚本？有偿帮助（可以联系我，xingleixu@163.com），谢谢！
Modified Efficient PP TestsNg and Perron (2001) use the GLS detrending procedure of ERS to createefficient versions of the modified PP tests of Perron and Ng (1996). Theseefficient modified PP tests do not exhibit the severe size distortions of thePP tests for errors with large negative MA or AR roots, and they can havesubstantially higher power than the PP tests especially when φ is close tounity.