EViews.com

I am performing ARDL model with Eviews automatic selection of lags,although I using automatic selection often Eviews suggest me variables which are not significant at 5% level.So my question what should do with this variables which is not significant ? Do I keep them or not ?

EViews suggest the model according to the lowest information criterion (Akaike by default) and not by statistical significance of variables. Try to change this criterion to Schwarz which suggests model with lower number of lags.

Thank you