All Questions
3 questions with no upvoted or accepted answers
2
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How to correct for serial correlation in an ARDL model without increasing lags?
I'm currently looking to run an ARDL model - I'm able to compute results that show cointegration, however there is serial correlation when I run the Durbin-Watson and Breusch-Godfrey tests. To correct ...
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1
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0
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Forecasting an ADL model
I am fairly new to Stata, currently taking an undergrad time series econometric class. The economic significance of the regression I am running and attempting to forecast is all but zero; this is ...
- 11
0
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0
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Autoregressive distributed lag models ADL(p,q): seeking "how to" preferably in Matlab (Stata/R/Python/C# etc)
Could anyone provide me the details of how to determine the lag order of the distributed lags for an $\text{ADL}(p,q)$ model in Matlab or another statistical package (and very much preferably in ...
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