lag length determination

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katikuykuy
Posts: 1
Joined: Sat Jan 01, 2011 11:14 pm

lag length determination

Postby katikuykuy » Wed Feb 02, 2011 12:28 am

hi I wonder how to interpret the Lag legth determination? and is my way of getting the lag legth correct?

so I made my VAR then i pressed View/Lag structure/Lag Length Criteria...
then I chosed 1 lag

how to interpret the results? Help me please
Thank you
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dealsfe
Posts: 5
Joined: Sun Apr 10, 2011 7:17 am

Re: lag length determination

Postby dealsfe » Wed Apr 27, 2011 11:47 pm

lag should be max to run. you used one lag
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