@shivani171 wrote:
I have a doubt on what does the autolag parameter in adfuller function represent.Documentation says :
if None, then maxlag lags are used
if ‘AIC’ (default) or ‘BIC’, then the number of lags is chosen to minimize the corresponding information criterion
‘t-stat’ based choice of maxlag. Starts with maxlag and drops a lag until the t-statistic on the last lag length is significant using a 5%-sized test
Does it represent the lagged time series?
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