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