Swetadri Samadder

3 Questions 2 Answers 0 Followers

Questions related from Swetadri Samadder

What is the simplest way to find optimum lag length of a Autoregrssive Process in Matlab? Minimum of AIC, BIC and HIC shuld be used.

I have a time series data in Excel which follow autoregressive process. I need a Matlab code to calculate optimum lag length or in a simpler way to find the order of the process. Minimum of Akaike...

05 May 2017 8,519 0 View

Is there any free code of matlab is available for cointegration?

Is the any free matlab code available to do Johanson's co-integration test? Please give link.

08 August 2016 8,862 0 View

Is there any way to rank in terms of Granger Causality?

Suppose I see that there are 3 series X,Y and Z all of which granger cause another series A. Is there any way to check which one among X,Y and Z are most useful to forecast A?

08 August 2016 5,737 3 View