Since the number of lags to be introduced in a var model
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?
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since the number of lags to be introduced in a var model can be a subjective question how does one decide how many lags
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