Lag selection

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

asked Nov 11 '11

Jack gravatar image Jack
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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

link

posted Nov 13 '11

MikeP gravatar image MikeP
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updated Nov 13 '11

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Asked: Nov 11 '11

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Last updated: Feb 14

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