Sentence examples for maximum lag truncation from inspiring English sources

In our application, we take a maximum lag truncation of 12.

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

Maximum lag is automatically selected based on Schwarz information criterion.

For these tests to exhibit good size properties, it is crucial to select the appropriate lag truncation (k) of the ADF specification.

We look to determine maximum lag for which PACF coefficient was statistically significant and the lag gives the minimum AIC.

A maximum lag order of 8 is allowed in the computation of the ADF and WS statistics.

Maximum lag (in parenthesis) is automatically selected based on Schwarz information criterion.

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

To define maximum lag, we assume a maximum incubation period of the CD of I days.

In the sensitivity analysis, the maximum lag was changed to 5, 15, and 20 days.

They were not told, however, that the maximum lag was exactly 5 items.