最近自学Stata，有个命令格式
newey depvar [indepvars] [if ] [in], lag(#)
lag确定书上这么说，The user must specify her choice of L,which should be large enough to encompass any likely autocorrelation in the error process. One rule of thumb is to choose L = √4N.
L取值到底怎么算的啊，这个公式明显错的啊，求帮助lag怎么确定。。比如说有个例子Since there are 524 observations, the rule of thumb for lag selection recommends five lags, which we specify in newey’s lag () option.