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Design of an Augmented Dickey-Fuller Test and how do you determine the optimal lag length against each variable? Explain The series 'COVID-19 infection' and 'COVID-19

  1. Design of an Augmented Dickey-Fuller Test and how do you determine the optimal lag length against each variable? Explain
  2. The series 'COVID-19 infection' and 'COVID-19 Test' are the first difference stationary. If we want to run a regression of 'COVID-19 infection' on 'COVID-19 Test' what do you do? Explain with logic.

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