Restricted Var model in RStudio - How to choose which lags to take into the model?

后端 未结 0 471
感动是毒
感动是毒 2021-01-03 02:22

I have to estimate a Var model and AIC and SC suggest 10 Lags. The problem is that I dont have enough observations to include all 10 Lags.

So my question: How can I c

相关标签:
回答
  • 消灭零回复
提交回复
热议问题