Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication
复制了Cheung和Lai（1995）的研究，使用响应面分析得到增广迪基-富勒检验的有限样本临界值，并提供了Ox源代码和图形界面Windows应用程序，方便研究者获取自定义临界值。
Summary This paper replicates Cheung and Lai ( Journal of Business and Economic Studies 1995; 13(3): 277–280), who use response surface analysis to obtain approximate finite‐sample critical values adjusted for lag order and sample size for the augmented Dickey–Fuller test. We obtain results that are quite close to their results. We provide the Ox source code. We also provide a Windows application with a graphical user interface, which makes obtaining custom critical values quite simple. Copyright © 2015 John Wiley & Sons, Ltd.