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Re: st: Get the lags in Dickey Fuller Unit Root
From
Ayman Farahat <[email protected]>
To
[email protected]
Subject
Re: st: Get the lags in Dickey Fuller Unit Root
Date
Thu, 3 May 2012 21:14:07 -0700
Hello;
Is there a way in Stata to select/decide the optimal number of lags to include in an augmented Dickey Fuller test?
Thanks
Ayman
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