This video shows how to how to determine optimal lags in Stata. In time series analysis, the use of lags is very essential because economic variables do not impact on one another instantaneously but do so within a time-span called a lag. hence, using the appropriate lag length is important in deciding the explanatory power of the regressors on the dependent variable. It also helps in correcting for heteroscedasticity, model stability, serial correlation and so on. This hands-on tutorial teaches how to select optimal lags for a model in Stata13 when conducting a time-series analysis using the minimised criterion from AIC, Schwartz, HQ etc.

Here is the link to the detailed tutorial on this topic: [ Ссылка ]

Here is the link to the ex21-1.wf1 dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): [ Ссылка ]

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