How to determine lag criteria for Granger Test
Posted: 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?
use the Schwarz information criterion to make the choice. Can somebody explain to me how i can
get this Schwarz information?