请教达人， the multivariate augmented Dickey-Fuller (MADF) panel unit root test (Sarno and Taylor, 1998; Taylor and Sarno, 1998) 是左侧检验还是有侧检验？即MADF小于Approx 5% CV时拒绝H0呢，还是反之？谢谢。另外，以何种间检验确定滞后阶数的确定是合理的？可用LM吗？

Multivariate Augmented Dickey-Fuller test for *****

with 27 observations on 2 cross-sectional units
-----------------------------------------------------------
       Obs    Lags        MADF      Approx 5% CV
-----------------------------------------------------------
        26       1       6.343         29.741
-----------------------------------------------------------
H0: all 2 timeseries in the panel are I(1) processes