Hi,
I want to get the optimal lag based on information criteria (AIC & BIC) for an unbalanced panel data set which is a multivariate data set.
Please share the R codes.
Thanks in advance
Hi,
I want to get the optimal lag based on information criteria (AIC & BIC) for an unbalanced panel data set which is a multivariate data set.
Please share the R codes.
Thanks in advance
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