To Choose the Number of Lags in Either an Autoregression

question 1

Multiple Choice

To choose the number of lags in either an autoregression or in a time series regression model with multiple predictors, you can use any of the following test statistics with the exception of the

• A)F-statistic.
• B)Akaike Information Criterion.
• C)Bayes Information Criterion.
• D)Augmented Dickey-Fuller test.

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