ADF test in 3 different model variant (AR,ARD,TS) simultaneously

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masoumeh solgi
masoumeh solgi 2020년 6월 6일
hi,i want to do ADF test ,at first i should determine lags,i used 'aicbic, which is long process if we have many variables,is there any shortcut for that?
second, i want to estimate ADF test simultanously for 3 models(AR,ARD,TS),based on documentation in Matlab ,i did it as follows ,but it has error
[h,pValue,stat,cValue,reg]=adftest(L_DE,'model',{'AR',ARD,'TS},'alpha',0.05,'lags',0:3)
furthermore,i want to report ADF statistics magnitute ,how i could do it?
Matlab ,have a specific report to list all above mentioned results or i should make a table?

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