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st: Date: Tue, 22 Mar 2011 22:05:39 +0100


From   Max Fotbollen <[email protected]>
To   <[email protected]>
Subject   st: Date: Tue, 22 Mar 2011 22:05:39 +0100
Date   Tue, 22 Mar 2011 17:05:44 -0400 (EDT)

Hi,
I wonder if it is possible to run KPSS test at all in STATA,  and whether it is impeded in Statistics menu. I found some old discussion around this issue for older version of STATA, suggesting updating. 
Also I have another question regardning optimal choice of lag in Augmented DickyFuller test. Is it possible to ask for automatic optima choice of lag number?
Thanks for any help I can get,
Max 		 	   		  
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