Maximise a t value for a given amount of lag
Posted: Fri Jul 08, 2016 4:41 am
Hi
I have an independent variable and a 2 different lagged dependent variables
How can I find the highest t statistics for the lagged dependent variables ? i.e. what amount of lag is the best for finding the highest t statistic
Thanks !
I have an independent variable and a 2 different lagged dependent variables
How can I find the highest t statistics for the lagged dependent variables ? i.e. what amount of lag is the best for finding the highest t statistic
Thanks !