求问matlab做ADF检验时如何确定滞后阶数。程序如下：

%汇率单位根检验

ExchangeRate = data(:，4);

T      = size(ExchangeRate，1);

p=4;

dfExchangeRate=diff(ExchangeRate);

X1=ExchangeRate(p+1:T-1);

T1=size(dfExchangeRate，1);

Y=dfExchangeRate(p+1:T1);

XT=[];

for i=1:p

   XT(:，i)=dfExchangeRate(p+1-i:T1-i);

end

X=[XT ones(T1-p，1) X1 ];

betahat=inv(X'*X)*X'*Y;

s2=sum((Y-X*betahat).^2)/(T-1);

cov=inv(X'*X)*s2;

std=sqrt(diag(cov));