12 LAGS
Posted: Thu Aug 09, 2012 3:02 am
Hello,
I have been suggested 12 lags by all critais. are they too many ? or ok? if incorporate 12 lags it does not show co-integration relationship, while up to six lags it shows at least one CE what should i do. please help.
Reards
I have been suggested 12 lags by all critais. are they too many ? or ok? if incorporate 12 lags it does not show co-integration relationship, while up to six lags it shows at least one CE what should i do. please help.
Reards