Dear
I'm using the ARDL method on my time series data, I found that using the maxlag with ARDL methods give me accurate data than fixing the lags? Please any explanation about command maxlag (why and when we can use it ?

For example
Commands:

ardl RGDP OSS ADS OSDS, maxlags(4) aic

ardl RGDP OSS ADS OSDS, lags(4,4,4,4) regstore (ecreg)

Best Regards