Sentence examples for maximum lag length from inspiring English sources

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

Given the maximum lag length is unknown, we choose a parsimonious specification by following Clements and Krolzig (1998).

Using time series data for the study, Pesaran et al. (2001a, 2001b) proposed maximum lag length is 1.

Specifically, we use a maximum lag length of five and estimate all parameters for a given order.

Due to the limited number of observations, the maximum lag has been set to two in the lag length selection process.

Given a series of length N, and a maximum lag M, the eigenvectors are data-adaptive basis functions for the representation of the series and are called empirical orthogonal functions (EOFs), by analogy with the PC analysis of meteorological fields.

represents the optimum level of lag length.

The choosing of lag length is an important task here.

Maximum lag is automatically selected based on Schwarz information criterion.

Up to 40 lags are permitted with a general-to-simple procedure used to select lag length.

We apply the lag selection criteria to choose the lag length, and the result is presented in Table 2.