Lags to Include

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sdanish2000
Posts: 1
Joined: Sun Aug 09, 2015 1:05 pm

Lags to Include

Postby sdanish2000 » Sun Aug 09, 2015 1:14 pm

Need Help!
I have a model of 1dependent & 5indepedent variable. i run the regression test. Now i need to check residual check.
My equation out also attached.
while am going to opion in LM test in eviews, software asking "Lags to include" ?
What number i need to put there?

Regards
Dani :series:
Attachments
output.JPG
Data result
output.JPG (55.42 KiB) Viewed 2571 times
lags include.JPG
what number to place?
lags include.JPG (13.32 KiB) Viewed 2572 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Lags to Include

Postby startz » Sun Aug 09, 2015 1:43 pm

It depends on what kind of residual check you want to do. If it's for first order serial correlation, put in 1 lag.


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