I'm looking for the stored critical values of a DF-GLS unit-root test for a certain "maxlag". All I found so far has been the "DF-GLS statistics" for a certain "maxlag". It is listed in the matrix r(results). But there a no critical values. A test statistic without the corresponding critical values makes not much sense.
Does anybody know, where I can find the stored critical values for a certain "maxlag"?
The corresponding page in the TS Handbook says:
Array
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