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!!
lag length selection for granger-causality tests
Moderators: EViews Gareth, EViews Moderator
Re: lag length selection for granger-causality tests
hi,
Read carefully the forum. See for example the following link:
http://forums.eviews.com/viewtopic.php?f=18&t=1247
Regards
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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