Choosing the length of lag for independent variables
Posted: Fri May 25, 2012 8:57 am
Hello,
I would like to know how to choose the number of lags of independent variables in a regression. Does anyone know the best method to do that, please ?
Thanks in advance.
I would like to know how to choose the number of lags of independent variables in a regression. Does anyone know the best method to do that, please ?
Thanks in advance.