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I receive an error saying "INFOSEL=SIC is an unrecognized option for UROOT" when I run the following code in a program: I'm trying to automatically select lag length based on the Schwarz Criterion. Am I missing something here? When I run this code on the command line, it seems to work (although the unit root dialog box pops up).

Also, 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)

Thanks Gareth. I may have been looking at an outdated version of the Command Reference.