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adf
2011 Nov 14
3
What is the CADF test criterion="BIC" report?
Hello:
I am a rookie in using R. When I used the unit root test in
"CADFtest", I got the different t-test statistics between using
criterion="BIC" and no using criterion. But when I checked the result
with eviews, I find out that no using criterion is correct. Why after
using criterion="BIC", I got the different result?
Paul
> data(C...