HAC result

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dedy
Posts: 1
Joined: Mon Nov 16, 2020 11:26 pm

HAC result

Postby dedy » Tue Nov 17, 2020 12:06 am

while running ols with hac..
prewhitening with lag = 0 from AIC maxlags=12.. what the meaning of "prewhitening with lag" and maxlag on that result???

THANKS

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