请问Stata里dfgls的结果怎么解读?
DF-GLS for uhat Number of obs = 1150
DF-GLS tau 1% Critical 5% Critical 10% Critical
[lags] Test Statistic Value Value Value
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7 -0.693 -3.480 -2.847 -2.560
6 -0.682 -3.480 -2.849 -2.561
5 -0.723 -3.480 -2.850 -2.562
4 -0.716 -3.480 -2.851 -2.563
3 -0.636 -3.480 -2.852 -2.564
2 -0.605 -3.480 -2.853 -2.565
1 -0.633 -3.480 -2.854 -2.566
Opt Lag (Ng-Perron seq t) = 4 with RMSE .0221067
Min SC = -7.600583 at lag 1 with RMSE .0222276
Min MAIC = -7.615893 at lag 4 with RMSE .0221067
从这里怎么看出几阶滞后最佳?
谢谢大家,真的特别急。