t-stat criteria in DFGLS uroot-test

[dagfinnrime]

Hi,

When running the DFGLS unit root test it is possible to have the automatic lag-length based on t-values on the (final?) lag.

Is this implemented as a option to the command as well?

The following did not work

Code: Select all

freeze(tmp,mode="overwrite") fdgbp01.uroot(dfgls,lag="a",info="t")

Thanks,
Dagfinn

[EViews Gareth]

info=tstat