Search found 2 matches

by wahab907
Wed Sep 15, 2010 11:42 am
Forum: Estimation
Topic: Interpreting VEC output
Replies: 2
Views: 6561

Re: Interpreting VEC output

by looking at your results it seem that no short run relationship exits between the variables except D(Consupt) and D(consumpt(-2)) and D(realant(-2)) & D(disposy). In order to write your results you need to look at peered review papers and write your results in scientific way. Thanks Wahab waha...
by wahab907
Wed Sep 15, 2010 11:29 am
Forum: Econometric Discussions
Topic: ADF TEST Using User Specified Lags
Replies: 0
Views: 2819

ADF TEST Using User Specified Lags

I have a question about lag selection in ADF-test. Although latest version select lags automatically but if we want to select user specified lags. Then what would be appropriate number of lags. Is there any methodology for selection of lags. Kindly help by referring some literature.

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