Hello,
I have been suggested 12 lags by all critais. are they too many ? or ok? if incorporate 12 lags it does not show co-integration relationship, while up to six lags it shows at least one CE what should i do. please help.
Reards
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- Thu Aug 09, 2012 3:02 am
- Forum: Econometric Discussions
- Topic: 12 LAGS
- Replies: 0
- Views: 1312