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- 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 ...