Number of optimal lags

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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

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