Information criterion for automatic lag length selection

[pka]

Hello,

I would like to run the ADF test using the AIC for automatic lag selection.

For this purpose, I use the following command:

myseries.uroot(infosel=aic)

However, I get the error message:

"infosel=aic is an unrecognized option for UROOT..."

Is there anything I am missing?

Thanks.

Regards,

PK

[EViews Gareth]

http://www.eviews.com/help/helpintro.ht ... 23ww204858

[pka]

http://www.eviews.com/help/helpintro.html#page/content%2Fseriescmd-uroot.html%23ww204858

Many thanks indeed Gareth. This works.

The command & programming pdf manual accessible from EViews 10's help menu still lists the option "infosel=arg". So maybe, that should be updated.

[EViews Gareth]

The Command and Programming reference doesn't have any listing for the series.uroot proc.

It is listed in the Object Reference.