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st: number of optimal lags after varsoc
From
Zied OUELHAZI <[email protected]>
To
"Statalist " <[email protected]>
Subject
st: number of optimal lags after varsoc
Date
Mon, 1 Jul 2013 07:12:07 +0100 (GMT+01:00)
Dear all
I'm running time series analysis with annual data. In order to determine the optimal lag I used the varsoc command. Which is the best criterion should I use if I have conflicting results? is it FPF or AIC or HQIC or SBIC ?
Thanks in advance
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