Assalamualaikum dr. In fisher adf test and pp. They lag is fixed?like in adf 2 and in pp 3 that you considered? Or if i take any lag,there is any problem? I mean based on which criteria, we have to take lag? If i dont take any lag. Is it ok? Thank you Dr.
Wasalam. it is better to use some information criteria and as in the video it's guides that number of flags are automatically chosen on the basis of the information criterion that you choose. else you can run a regression and apply the information criterion like it is done in routine.
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