Hi, when I run the following line of code with any series, I still get the default setting "sic" for the information criteria. Any ideas? Thanks
seriesname.uroot(adf,trend,info=aic)
ADF test
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: ADF test
If you run that line in a program, you'll see that it does, in fact, use the AIC.
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Re: ADF test
Thanks Gareth, you are right. I was testing it on the command line.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: ADF test
A minority of commands don't behave the same way in the command line and in a program. Can be confusing/frustrating.
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Re: ADF test
We'll make a note of this one and see how hard it is to get the dialog to read the command options.
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