可用findit ardl
然后选择
ardl from http://fmwww.bc.edu/RePEc/bocode/a
'ARDL': module to perform autoregressive distributed lag model estimation
/ ardl fits a linear regression model with lags of the dependent /
variable and the independent variables as additional regressors. /
Information criteria are used to find the optimal lag lengths if / those
这个链接去下载的