PDL lag length
Posted: Tue Sep 15, 2015 2:02 am
Hello,
I´d like to ask how to know how many lags should be considered when estimating model with pdl term? P-values for lag distribution coefficients are missing. Does this plays a role when considering statistical significance of those lag distribution coefficients?
Thank you
I´d like to ask how to know how many lags should be considered when estimating model with pdl term? P-values for lag distribution coefficients are missing. Does this plays a role when considering statistical significance of those lag distribution coefficients?
Thank you