Testing lags "down"

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YK_Econ
Posts: 36
Joined: Wed Jan 28, 2015 8:34 am

Testing lags "down"

Postby YK_Econ » Mon Jun 01, 2015 3:26 am

Hey!

I want to test how many legs I need in my ECM equation. Do it by hand is quite time-intensive (I have 5 variables and quarterly data (5*8=40 possibilities)). A code/loop/trick would be very helpful!

Thanks in advance!
Best,
YK
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Testing lags "down"

Postby EViews Gareth » Mon Jun 01, 2015 6:40 am

http://forums.eviews.com/viewtopic.php?f=5&t=1638

http://forums.eviews.com/viewtopic.php?f=15&t=1175
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