有人用过swaic这条命令吗? 我想用它来选择Augmented Dicky-Fuller (ADF)test 中的最优Lag参数值,不知道该怎么键入命令呢?下面是swaic命令的help文档。请高人点拨!谢谢。
Stepwise model selection using AIC
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swaic [, fp(format) fchi(format) model back ]
Description
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swaic performs automatic model selection using Akaike information
criterion (AIC). AIC=-2*log-likelihood + 2 * (number of parameters)


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