Hello everybody;

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.

Thanks!

Cheers

Javi