URADF vs. ADFAUTOSELECT

Questions and discussions on Time Series Analysis
Post Reply
T_FIELD
Posts: 44
Joined: Sat May 15, 2010 8:03 pm

Re: URADF vs. ADFAUTOSELECT

Unread post by T_FIELD »

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
Top
Post Reply

Return to “Other Time Series Analysis”