Number of optimal lags

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Abdou1985
Posts: 1
Joined: Tue Apr 09, 2019 2:45 pm

Number of optimal lags

Postby Abdou1985 » Thu Apr 11, 2019 1:24 pm

Hello, please, I'm looking for how to determine the number of optimal lags to estimate the production gap and thank you.
inflation rate=INF.
output gap=GAP
the model that I want to estimate is :
INF=INF(-1)+a1GAP+a2GAP(-1)+....+anGAP(-n)+u

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 4 guests