Time Series Analysis (Lecture 2): Choosing Optimal Lags in Stata
9:19
blogspot.comBosede Ngozi ADELEYE
Time Series Analysis (Lecture 2): Choosing Optimal Lags in Stata
This structured-tutorial teaches how to select optimal lags for a model in Stata when conducting a time-series analysis using the minimised criterion from AIC, Schwartz, HQ etc.
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