Search found 2 matches
- 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...
- 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.
