Description Usage Arguments References Examples

Calculate the Augmented Dickey-Fuller Statistic with lag order selected by AIC or BIC.

1 | ```
ADF_IC(y, adflag, mflag, IC)
``` |

`y` |
the time series to be used. |

`adflag` |
the maximum lag order. |

`mflag` |
1 for ADF with constant and whithout trend, 2 for ADF with constant and trend and 3 for ADF without constant and trend. |

`IC` |
1 for AIC and 2 for BIC. |

Phillips, P.C. & Shi, S. & Yu, J. (2013). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". *SSRN Electronic Journal*.

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