HAC result
Posted: Tue Nov 17, 2020 12:06 am
while running ols with hac..
prewhitening with lag = 0 from AIC maxlags=12.. what the meaning of "prewhitening with lag" and maxlag on that result???
THANKS
prewhitening with lag = 0 from AIC maxlags=12.. what the meaning of "prewhitening with lag" and maxlag on that result???
THANKS