On Fri, 1 May 2009, [iso-8859-1] Javier Garc�a wrote: > I'd like to make you a suggestion about the ADF-GLS test. I don't find a way > to see the results of the regression estimation (as in the ADF), and I think > it could be a good improvement (and I don't think the cost is very high) if > you implemented that possibility because, in order to select the "optimal" > lag, usually it is interesting to see the significance of the lags.
Good point; done in CVS and Windows snapshot. Allin Cottrell
