dixy 发表于 2013-5-29 15:22 
帮助很大,感激涕零啊!
可不可以追问以下,为什么把参数lag.max改成0就不会有这个问题了呢?
help原话~
lag.max:The maximum numbers of lags used for testing of a decent lag truncation for the "P-test" (BIC used), or the maximum number of lagged differences to be included in the test regression for "DF-GLS".