[R] lag orders with ADF.test

2007-02-13 Thread Martin Ivanov
Hello! I do not understand what is meant by: aic and bic follow a top-down strategy based on the Akaike's and Schwarz's information criteria in the datails to the ADF.test function. What does a top-down strategy mean? Probably the respective criterion is minimized and the mode vector

Re: [R] lag orders with ADF.test

2007-02-13 Thread Pfaff, Bernhard Dr.
Hello! I do not understand what is meant by: aic and bic follow a top-down strategy based on the Akaike's and Schwarz's information criteria in the datails to the ADF.test function. What does a top-down strategy mean? Probably the respective criterion is minimized Hello Martin, are you