Thank you very much Artur and Luccheti. Both the codes are working very well . I was able to determine the optimal unequal lag length for the ARDL model using your codes. with best regards, Dr. Dhanasekaran K
On Wed, Nov 22, 2023 at 12:18 AM Dhanasekaran Kuppusamy <drgkd...@gmail.com> wrote: > Thanks for your reply > > On Wed, 22 Nov 2023 at 12:13 AM, Dhanasekaran Kuppusamy < > drgkd...@gmail.com> wrote: > >> Thanks a lot for your reply . >> >> On Wed, 22 Nov 2023 at 12:06 AM, Artur T. <ate...@posteo.de> wrote: >> >>> Hi, >>> >>> Many years ago Jack and I (the clever part came from Jack) came up with >>> this for an ARDL model: >>> >>> https://github.com/atecon/ardl_bruteforce_lagselection >>> >>> The main code is in the script: brute_force.inp >>> You have to call that script via the "include" command as shown in the >>> sample script: sample_script.inp >>> >>> >>> Best >>> Artur >>> >>> >>> >>> >>> Am 21.11.23 um 18:53 schrieb Dhanasekaran Kuppusamy: >>> > >>> > Dear gretl users, >>> > >>> > >>> > How to determine the optimal unequal lag length in the >>> > ARDL or NARDL model rather than equal lag length for the independent >>> > variables using gretl code? >>> > >>> > >>> > Thanking you in advance. >>> > Dhanasekaran >>> > >>> > _______________________________________________ >>> > Gretl-users mailing list -- gretl-users@gretlml.univpm.it >>> > To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it >>> > Website: >>> https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >>> _______________________________________________ >>> Gretl-users mailing list -- gretl-users@gretlml.univpm.it >>> To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it >>> Website: >>> https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >>> >>
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