lag length selection for granger-causality tests

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tdwil2
Posts: 5
Joined: Sun May 17, 2009 6:18 pm

lag length selection for granger-causality tests

Postby tdwil2 » Mon Aug 24, 2009 10:18 pm

I'm running granger causality tests, and i'm trying to determine the number of lags to use.

Is there a way eviews can automatically select the correct lag length? or alternatively is there a way to run Akaike or Schwarz tests to find the correct lag length?

thanks!!

theologos
Posts: 25
Joined: Wed Mar 11, 2009 6:09 am

Re: lag length selection for granger-causality tests

Postby theologos » Tue Aug 25, 2009 4:42 am

hi,

Read carefully the forum. See for example the following link:

http://forums.eviews.com/viewtopic.php?f=18&t=1247

Regards


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