[R] lag orders with ADF.test

Martin Ivanov tramni at abv.bg
Tue Feb 13 10:55:12 CET 2007

 I do not understand what is meant by: 
 "aic" and "bic" follow a top-down strategy based on the Akaike's and Schwarz's information criteria 
in the datails to the ADF.test function. What does a "top-down strategy" mean? Probably the respective criterion is minimized and the mode vector contains the lag orders at which the criterion attains it local minima? When the calculation is over, the ADF.test function gives info about "Lag orders". What are these lag orders? Are they the local minima of the criterion? 
 I will be very thankful if you clarify this to me. I browsed a lot, but I could not find a clear answer. 
 Thank you for your attention. 

С бензин в кръвта!

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