Lag Selection via Tstat option

[uchuk]

Hi everybody,

I try to estimate an equation (ADF) by determining the optimal lag length via the significance of the last lag length. I tried to use several codes but I could not to this, can you help me?

[EViews Glenn]

What version of EViews are you using? EViews 7 offers this as a built-in feature...

[uchuk]

Yes, I read the features list and I think this feature is great but I use previous version of Eviews, I tried to write a code, but since I am new to the Eviews, i could not; is there a simple code to use this feature?

[EViews Glenn]

Unfortunately, none that I am aware...but someone might be able to step in and point you in the right direction. You can program this on your own, but it's non-trivial.