[Gretl-users] Limitation on lag order specification in ADF test

In the Augmented Dickey-Fuller (ADF) test, there is a limit of 4 lags that can be specified in build 1.3.0 of Gretl. Is this a fundamental limitation of the software, or just an internal parameter that can be adjusted? My fellow students and I in our graduate Finance class are using data sets that require as many as seven lags to model the autocorrelation, and this limitation is problematic for us. Please let me know what if anything can be done. Thanks. - Blaise Roncagli