Augmented Dickey-Fuller test

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Aditya Sharma
Aditya Sharma am 10 Apr. 2015
Bearbeitet: Aditya Sharma am 10 Apr. 2015
In the adf test what is the default lag value when i use "h = adftest(Y)". Also how can i find upto what point should i take the lag value for my dataset

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