The RATS Software Forum

Thank you for your swift reply! I have a new license and the Version 10.0 of the software, but for some reason the erstest.src in the main program file was an older version from 2018. I replaced it with the newer erstest.src and now it seems to work! The Unit Root Test Wizard does not give the optio...

Dear Tom, For the ERSTEST test, the procedure instructions gives MAXLAGS as an option, but the Unit Root Test Wizard does not give the option to choose the method for lag selection. Same goes when running the test procedure and choosing MAXLAGS as an option, it ends up with an error message: @ERSTES...