lags with dickey fuller test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

neto333
Posts: 7
Joined: Fri Feb 16, 2018 2:48 pm

lags with dickey fuller test

Postby neto333 » Fri Feb 23, 2018 10:14 am

Hi, in most manuals they say to just leave the lags as automatic but i want to understand how this works. If i for example have a montlhy series how many lags should i put and why?

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 12 guests