Thank you very much  Artur  and  Luccheti.  Both the codes are working very well . I  was able to determine  the optimal unequal lag length for  the ARDL model  using your codes.
with best regards,
Dr. Dhanasekaran  K

On Wed, Nov 22, 2023 at 12:18 AM Dhanasekaran Kuppusamy <drgkdphd@gmail.com> wrote:
Thanks for your reply

On Wed, 22 Nov 2023 at 12:13 AM, Dhanasekaran Kuppusamy <drgkdphd@gmail.com> wrote:
Thanks a lot  for your reply .

On Wed, 22 Nov 2023 at 12:06 AM, Artur T. <atecon@posteo.de> 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
>
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