What does autolag in adfuller method(Dicky Fuller Test) represent?



I have a doubt on what does the autolag parameter in adfuller function represent.Documentation says :
if None, then maxlag lags are used
if ‘AIC’ (default) or ‘BIC’, then the number of lags is chosen to minimize the corresponding information criterion
‘t-stat’ based choice of maxlag. Starts with maxlag and drops a lag until the t-statistic on the last lag length is significant using a 5%-sized test
Does it represent the lagged time series?


Check this. It may help you. But understanding what the test actually does can help you interpret the test and the lags related to the test better.


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Thank you so much man!