## selection lags (panel data)

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.
epresotto11
Posts: 4
Joined: Thu Aug 24, 2017 9:14 am

### selection lags (panel data)

Hello, my name is Elen Presotto. I'm working with Student Version Eviews 9.5 for student.
I wonder if there is a possibility to use some command to choose the optimal lag using panel data?

Searching the user guide I found the selection of lag, but the command is for time series.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11411
Joined: Tue Sep 16, 2008 5:38 pm

### Re: selection lags (panel data)

Optimal lag for what?

epresotto11
Posts: 4
Joined: Thu Aug 24, 2017 9:14 am

### Re: selection lags (panel data)

I'm study prices and the model that used in necessary to define the selection lags
optimum for some variables !

epresotto11
Posts: 4
Joined: Thu Aug 24, 2017 9:14 am

### Re: selection lags (panel data)

EViews Gareth wrote:Optimal lag for what?

The model is:
Y = x (-1) .... x (-9) + f + h
And I need to define which is the best lag

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11411
Joined: Tue Sep 16, 2008 5:38 pm

### Re: selection lags (panel data)

So you mean for a least squares regression including lags of the dependent variable, and you wish to know the most appropriate number of lags.

There isn't anything built in to do that for panels - you'll have to do it by estimating the different models and inspecting the information criteria (or any other measure you wish to use). You could write a program to automate this fairly easily.

epresotto11
Posts: 4
Joined: Thu Aug 24, 2017 9:14 am

### Re: selection lags (panel data)

Thank you, in fact I need lags the independent variable, but any way thanks for your information. I'm going to find an alternative calculation. I just thought maybe there was a specific command for that.