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by katikuykuy
Wed Feb 02, 2011 12:28 am
Forum: Econometric Discussions
Topic: lag length determination
Replies: 1
Views: 3408

lag length determination

hi I wonder how to interpret the Lag legth determination? and is my way of getting the lag legth correct?

so I made my VAR then i pressed View/Lag structure/Lag Length Criteria...
then I chosed 1 lag

how to interpret the results? Help me please
Thank you

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