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Keywords: Optimal lag order
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Journal Articles
Journal:
Applied Computing and Informatics
Applied Computing and Informatics (2022) 18 (3-4): 208–220.
Published: 17 July 2020
... process of finding the optimal lag order for multiple variables data series based on an information criterion a module using Visual Basic for Applications (VBA) for Microsoft Excel (MS Excel) is being developed. This module can be used for estimating a multivariate dynamic model as well as determining...
