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- Wed Jan 18, 2017 9:23 pm
- Forum: Econometric Discussions
- Topic: Difference between AR model and distributed lag model
- Replies: 1
- Views: 7739
Difference between AR model and distributed lag model
Hi, I was trying to estimate the number of lags of y to be included in an estimateion by looking at its correlogram. I dtermined that it follows a path of AR(2) model. Then if I specify in the equation ar(1) and ar(2) along with the independant variable, then the coefficients of ar(1) and ar(2) are ...