Lag interval in Johansen cointegration test

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moojf
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Joined: Sun Mar 21, 2010 8:09 pm

Lag interval in Johansen cointegration test

Postby moojf » Fri May 07, 2010 1:02 am

Hi

I am running Johansen cointegration. How I decide the lag length?
Or the lag interval 1 1

Thanks
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