ADF Criterion Selection

[smurac1986]

Hi,

I am testing variables for stationary using the Augmented Dickey Fuller test. I am confused however as I get different results depending on whether I use AIK or SIC. I was just wondering what the differences is. With the same data one tells me I have a unit root and the other does not.

Any feedback would be great.

Thanks,
Shane

[Junaid]

I also facing the same problem....

[Junaid]

I checked a series for stationarity when I put lag length 1 according to AIC criteria , it was stationary at level , but when I changed the lag to 2 then the series was non stationary....can some body help wether the series in actual is staionary or not.
Thanks