Sentence examples for lag length from inspiring English sources

represents the optimum level of lag length.

We present only the maximum lag length (see Appendix 2).

The choosing of lag length is an important task here.

To determine the optimal lag length, the Schwarz Bayesian information criterion (SBIC) used to select the lag length for our models with the initial lag length set at k = 1 (k = 4 for two countries).

Moreover, the selection of lag length should be performed carefully because an inappropriate lag length may lead to biased results and is not acceptable for policy analysis.

The Akaike information and Schwarz criteria used for determination of optimal lag length requires that, the lag length with the smallest critical value for both criterions be chosen.

Therefore, to ensure that the lag length was selected appropriately, we used AIC that helps to identify a pertinent lag length.

This lag length selection will use for both cointegration and granger causality.

As some of the first difference terms are highly significant, we adopted the former lag length.

First, following Ang (2010), we impose one lag length keeping the small sample of the data.

We adopt a lag length of four (4) as indicated by the majority of selection criteria.