hai, i want to ask something about lag length criteria...
i have problem when input number to lags to include before the lag output.
why i can't input maximum lag length until 8 or the other number? i just can input 1 to lags include.
but, when i'm running var test i can use 1 2 for the lag length and the output of var test using 1 2 lag more significant than using 1 1 lag.
i'm using montly prices from composite index in 10 countries from feb 2017 until jan 2019.
Thank you...
Lag length criteria
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