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- Sat Aug 28, 2010 12:15 am
- Forum: Econometric Discussions
- Topic: VAR appropriate lags=0
- Replies: 1
- Views: 5586
VAR appropriate lags=0
Dear all, Please assist me in determining the VAR lag length. I tried with 4, follow by 3, 2 and 1. The result I get is 0 (Based on AIC) If this is the case, is there any alternatives to proceed/ what should I do on my dataset? My dataset tested with ADF--> All stationary at 1st difference but non-s...