Hello,
I am using urca::ur.df and in subsequent analysis I would like to use the optimal number of lag that this function finds according to BIC. Unfortunately, the object produced by
obj<-ur.df(data, 'none', 'BIC')
does not present what inside the function is found with which.min(critRes). It could be useful to add this as a hidden but accessible information.
Hello,
I am using
urca::ur.dfand in subsequent analysis I would like to use the optimal number of lag that this function finds according to BIC. Unfortunately, the object produced byobj<-ur.df(data, 'none', 'BIC')does not present what inside the function is found with
which.min(critRes). It could be useful to add this as a hidden but accessible information.