Finding the order p of an AR(p) model

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Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Finding the order p of an AR(p) model

Postby Sissy » Sat Apr 21, 2012 3:02 pm

Hello,

I'd would like to know the method to determine the lag length of an AR(p) model, in Eviews 7 sv. Could anyone help me, please ?

Thanks.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Finding the order p of an AR(p) model

Postby EViews Gareth » Sat Apr 21, 2012 5:03 pm

There is nothing built in to do it.
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