Thanks for your replyOn 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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