lag length selection for granger-causality tests
Posted: 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!!
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!!