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Many thanks! I still don't know if all the PDLs are significant according to Wald test, then the related sum of lags must be significant? As the t-statistic indicate that sum of lags is not significant. How to know the significance of the "sum of lags" at the bottom of the table? Many than...

Hi, everyone, When I use PDLs to estimate a distributed lag model, how could I know each explanatory variable is significant or not? As in Eviews help, PDL01 to PDL06 are all not significant to the t-statistic, The original coefficients seems also insignificant, can I ingore all these informations a...