Lagged coefficient estimates are kept if they are statistically significant

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`lmdet` |
Object of lm() |

`cvref` |
Reference of critical values, the default is 1.65. |

`Pmax` |
The maximum number of lag orders. |

This is an internal function used for HEGY.test(). Beginning with pamx, the lag order will be kept if it is statistically significant. Hence, the lag orders may not be a regular sequence. For example, for pmax=10, the seelcted lags may look like (1,4,5,8,9), rather than 1,2,3,...10.

This function returns the lag orders.

Ho Tsungwu <tsungwu@cc.shu.edu.tw>, modifed from Javier Lopez-de-Lacalle

Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R

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