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by Max96
Sat Dec 30, 2017 5:20 pm
Forum: Econometric Discussions
Topic: Lag Exclusion Test for VAR - Null and Alternative Hypotheses
Replies: 0
Views: 2200

Lag Exclusion Test for VAR - Null and Alternative Hypotheses

Hi, everyone. I ran a lag exclusion test for my VAR model on EViews and arrived at the Chi-squared test statistics as shown in the attachment. Could someone please tell me what exactly are the null and alternative hypotheses for the individual and joint tests being used here and how should I decide ...

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