How many lags to introduce in a concrete application

Reference no: EM131248947

Since the number of lags to be introduced in a VAR model can be a subjective question, how does one decide how many lags to introduce in a concrete application? What is the connection, if any, between Granger causality tests and VAR modeling?

Reference no: EM131248947

Questions Cloud

What percentage of grades will match : As to excellent students and Bs to average students. Which exam should he use, and in expected value terms, what percentage of grades will match?

How do jails differ from prisons : How do jails differ from prisons? What is the relationship between jails and prisons, as they relate to community corrections? What would happen if jails and prisons were combined into one large correctional facility? Explain.

Analyze the behavior of the counselor : Analyze the behavior of the counselor, as a professional, that you consider unethical or unprofessional. Write a brief summary of the questionable behavior. Substantiate the summary with reasons for your analysis

Describe the situation or item and provide a detailed : Describe the situation or item and provide a detailed analysis - you don't need to include numbers. Conduct your analysis at a more conceptual level. Support your answer with credible sources. Cite your sources using proper APA format (both in-tex..

How many lags to introduce in a concrete application : Since the number of lags to be introduced in a VAR model can be a subjective question, how does one decide how many lags to introduce in a concrete application? What is the connection, if any, between Granger causality tests and VAR modeling?

Do you think that this system supervising parole to fullest : A lot of people complain about parole because they feel it gives the offender a free pass, that it is unfair to the victims of crimes. How would you counter that argument? Also, what are some things a parole board considers? Would you suggest they..

Find the value of information : What is the probability that someone with the symptoms will have a positive test result? - Find the value of information.

Compare the forecast values with the actual values : In Section 13.9 you were introduced to the Schwarz criterion to determine lag length. How would you use this criterion to determine the appropriate lag length in a VAR model? Using the data on PCE and PDI given in Table 21.1, develop a bivariate V..

Define terms subject matter and personal jurisdiction : Explain the 3 different types of personal jurisdiction, which you have learned from your reading, research, and lectures. The three types of personal jurisdiction are personam jurisdiction, in rem jurisdiction, and quasi in rem jurisdiction. Provi..

User Account

All Pages