Description Usage Arguments Value
Seleciona a defasagem para o teste ADF segundo o criterio AIC ou BIC para um maximo de defasagens
1 2 |
y |
The vector tested for a unit root |
type |
Test type, either "none", "drift" or "trend". |
lag.max |
The maximum number of lags considered |
selectlags |
Lag selection can be achieved according to the Akaike "AIC" or the Bayes "BIC" information criteria. |
A defasagem selecionda
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