Which of These Is an Approach Used to Determine the Appropriate

question 7

Multiple Choice

Which of these is an approach used to determine the appropriate lag lengths of VAR models?

• A) Graphically plotting the time series of the data
• B) Selecting the number of lags that maximises the information criteria
• C) Selecting the number of lags that minimises the information criteria
• D) None of the above

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A form of writing where the letters are formed in reverse direction, as if reflected in a mirror, often observed in children.