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Hello, I have several Questions concerning Granger Causality. I have performed a Granger Causality Test and figuered the optimal Number of lags to be in this case 5. How do i deal with it now? Do I need to construct a new variable with a lag of 5 then in order to estimate a better regression model? ...

Hi Forum, I used to work with eviews, but i cannot remember a lot of stuff. So if someone could help me with my questions that would be great. 1. How do you decide whether a variable is standard distributed or not. Is there a threshold in the level of skewness? When i look at the histogramm i would ...