lags with dickey fuller test

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neto333
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Joined: Fri Feb 16, 2018 2:48 pm

lags with dickey fuller test

Postby neto333 » Fri Feb 23, 2018 10:14 am

Hi, in most manuals they say to just leave the lags as automatic but i want to understand how this works. If i for example have a montlhy series how many lags should i put and why?

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