Thank you very much Artur and Lucchetti. 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 Sat, Dec 2, 2023 at 1:07 PM Dhanasekaran Kuppusamy <drgkd...@gmail.com> wrote: > 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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