Autolag #10
Description
Automatic lag determination would be nice.
Described in “Econometric Analysis,” 5th ed., Pearson, 2003 according to: https://www.statsmodels.org/dev/generated/statsmodels.tsa.stattools.adfuller.html
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Automatic lag determination would be nice.
Described in “Econometric Analysis,” 5th ed., Pearson, 2003 according to: https://www.statsmodels.org/dev/generated/statsmodels.tsa.stattools.adfuller.html