InformationCriterion: InformationCriterionType;
The InformationCriterion property determines a type of information criterion used to autoselect lag.
To determine the maximum lag, used in autoselection, use the IAutomaticLagSelectionSettings.MaxLagLength property.
The property use is given in the example for ISmDickeyFullerGLSTest.DFGLSStat.
See also: