[Gretl-users] Re: Determining Unequal optimum lag length

Thanks for your reply On Wed, 22 Nov 2023 at 12:13 AM, Dhanasekaran Kuppusamy < drgkdphd(a)gmail.com&gt; wrote: > Thanks a lot for your reply . > > On Wed, 22 Nov 2023 at 12:06 AM, Artur T. <atecon(a)posteo.de&gt; wrote: > >> Hi, >> >> Many years ago Jack and I (the clever part came from Jack) came up with >> this for an ARDL model: >> >> https://github.com/atecon/ardl_bruteforce_lagselection >> >> The main code is in the script: brute_force.inp >> You have to call that script via the "include" command as shown in the >> sample script: sample_script.inp >> >> >> Best >> Artur >> >> >> >> >> Am 21.11.23 um 18:53 schrieb Dhanasekaran Kuppusamy: >> > >> > Dear gretl users, >> > >> > >> > How to determine the optimal unequal lag length in the >> > ARDL or NARDL model rather than equal lag length for the independent >> > variables using gretl code? >> > >> > >> > Thanking you in advance. >> > Dhanasekaran >> > >> > _______________________________________________ >> > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it >> > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it >> > Website: >> https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >> _______________________________________________ >> Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it >> To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it >> Website: >> https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >> >