Hello Bernhard:
Thank you for your kindly help. Actually, I have tried to read the
source code, but I can not understand it clearly. But with your
recommendation, I do think you are right.
I guess, when I use the criterion of BIC in CADFtest, I set the
max.lag.y=14. It seems to reduce
Hello:
I am a rookie in using R. When I used the unit root test in
CADFtest, I got the different t-test statistics between using
criterion=BIC and no using criterion. But when I checked the result
with eviews, I find out that no using criterion is correct. Why after
using criterion=BIC,
2 matches
Mail list logo
