How to determine lag criteria for Granger Test

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Jeanvion
Posts: 3
Joined: Sat Jul 23, 2011 1:07 pm

How to determine lag criteria for Granger Test

Postby Jeanvion » Sun Jul 24, 2011 1:45 am

I have read that to determin the number of lagged terms to be introduced in the causality test i must
use the Schwarz information criterion to make the choice. Can somebody explain to me how i can
get this Schwarz information?
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