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Lag selection

asked 2011-11-11 16:32:27 +0000

Jack gravatar image

How to determine how many lags (lag selection) in Shazam? Any help

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answered 2011-11-13 18:58:33 +0000

MikeP gravatar image

updated 2011-11-13 18:58:45 +0000

If this is for distributed lags you should look at:

http://community.econometrics.com/question/28/how-to-test-the-degree-of-an-almon-distributed-lag

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Asked: 2011-11-11 16:32:27 +0000

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Last updated: Feb 14 '12