URADF vs. ADFAUTOSELECT

Questions and discussions on Time Series Analysis

Re: URADF vs. ADFAUTOSELECT

Postby T_FIELD » Mon Jul 23, 2012 12:37 am

Dear Ms. or Mr. Moderator,

Thank you for your reply.
I understand the reason.
(Sample period depends on the MAXLAG, so the outputs are different even if we see the same-lag-results of both source prg.)

Thank you!

T_FIELD
T_FIELD
 
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