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This video explains how to decide the Optimal Lag using EViews.
These are the criterion followed for lag selection-
1.LR
2.FPE
3.AIC
4. SIC
5. HQ
Watch this video till end to learn how to decide the Optimal Lag.
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Thanks for watching....
Happy Learning!!
#gmm #eviews #eviewstutorial #data #regression #econometrics #lags
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