Hello!
I want to ask about the interpretation of optimal lag=0 in Var model and how to deal with ?
Thank you!
Search found 2 matches
- Thu Feb 01, 2018 4:20 am
- Forum: Econometric Discussions
- Topic: lag length in Var model
- Replies: 0
- Views: 1984
- Wed Jan 03, 2018 3:13 pm
- Forum: Econometric Discussions
- Topic: KPSS interpretation
- Replies: 0
- Views: 2316
KPSS interpretation
Please i need help in interpreting KPSS output ! i began the estimation of the model with trend and constant KPSS ---- LM test: 0,076387 1% 0,216000 5% 0,146000 10% 0,119000 Variables C Prob:0,2933 trend Prob:0,2682 so, i found that the trend is no significant then i switched to estimate the model w...