Testing lags "down"
Posted: 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
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