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- Wed Aug 24, 2016 5:23 am
- Forum: Econometric Discussions
- Topic: Lag length in ADF
- Replies: 0
- Views: 2143
Lag length in ADF
Hi guys. I am making research and I am faced with some problem. I have VAR model and try to conduct ADF test. I use Schwarz criteria for defining lag lenght but in Eviews I must put max lag lengh. If i don't touch automatical defined lag length in first differences i don't have signification t-stati...
