[Gretl-users] MODIFIED AIC
HI,
I AM USING GRETL FOR MAC (QUARTZ). WHEN I CONDUCT THE ADF TEST, THE TEST DOWN FOR LAG
ORDER DOES NOT DISPLAY THE “MODIFIED” AIC AND BIC RATHER AIC AND BIC. THE RESULTS WHEN I
COMPARE ARE DIFFERENT FOR MAC (WITHOUT “MODIFIED” AIC) THAN THE MODIFIED AIC THAT IS
AVAILABLE WHEN USING GRETL FOR WINDOWS. I WOULD BE GRATEFUL IF YOU COULD SUGGEST A
SOLUTION TO THIS CONFUSION.
THANKS,
DIPANKAR