Re: [Gretl-users] Lag Order for ADF Test

On Fri, 18 Mar 2011, Davor Horvatic wrote: > Probably a year ago you posted script to test max lag in ADF using > AIC or BIC or HQC criteria. I have trouble locating it the group archive. > Can you dig this out ? I would be very grateful. I think this must be what you have in mind: http://lists.wfu.edu/pipermail/gretl-users/2009-February/003033.html Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users