Sir, if we wish to perform ADF test for the first differentiation of a particular variable, do we have to select lag order using, say for example VARselect(diff(GDP)) or can we use the same lag order we used for the level format of the variable [ that is using VARselect(GDP) ]
Good evening sir. how to determine the optimum lag for a database containing several variables? For example one dependent variable and two independent variables
You are awesome , you've explained very well ,continue
Sir, if we wish to perform ADF test for the first differentiation of a particular variable, do we have to select lag order using, say for example VARselect(diff(GDP)) or can we use the same lag order we used for the level format of the variable [ that is using VARselect(GDP) ]
how to find the optimal lag for panel data frame? please guide
Good evening sir. how to determine the optimum lag for a database containing several variables?
For example one dependent variable and two independent variables
Did you get the answer from somewhere???
I have no idea how it works, but in the same situation I found lags for each vari separately. Please share if you found the answer
Thank you sir
(vars) package is not available in the library of R. Please rectify. Thanks
install.packages('vars')
library(vars)
*Note: Quotations
Sir How to convert double diff forecast values into original values in var model
Write the double diff relation of elements (past values corresponding of double diff)
How to find optimum lag for ARDL bound test?
brother you find the method or not ?