granger test

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seg_b
Posts: 15
Joined: Wed Mar 30, 2011 7:10 am

granger test

Postby seg_b » Mon Apr 11, 2011 2:33 am

Hi,

I'm trying to do a non causality test of Granger on Eviews. I just want to know how to chosse the optimal lag number.
Of course, I know I need to use an optimal number of lags to do my test, beacause of the changes of my results when I use some differents lags.
My data are daily.

Thanks a lot for helping.

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