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uroot(adf,trend,infosel=sic) ser01Also, is there an option for UROOT so that the lag length is automatically selected using t-statistic? (This is one of the options in the drop-down box)
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uroot(adf,trend,infosel=sic) ser01Code: Select all
uroot(adf,trend,lagmethod=sic) ser01
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uroot(adf,trend,lagmethod=tstat) ser01
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