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

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/