granger test
Posted: 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.
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.