ADF test: How to store lag length
Posted: Thu Nov 27, 2014 7:31 am
Hi everyone!
I've already looked for help in the forum but i couldn't find the solution to my problem.
After running the ADF test I would like to store the number of lags (automatically selected) used in the test. I've already used the command "save=output", but it only displays few outputs of the test. Moreover, in the matrix where the ADF output is saved i see 3 NAs, specifically located in output(5,1), output(6,1) and output(7,1). I'm wondering if the number of lags is hidden in one of these cells.
Hope someone of you have the solution.
thank you
I've already looked for help in the forum but i couldn't find the solution to my problem.
After running the ADF test I would like to store the number of lags (automatically selected) used in the test. I've already used the command "save=output", but it only displays few outputs of the test. Moreover, in the matrix where the ADF output is saved i see 3 NAs, specifically located in output(5,1), output(6,1) and output(7,1). I'm wondering if the number of lags is hidden in one of these cells.
Hope someone of you have the solution.
thank you