PMG and GM in XTPMG and number of lags

[Salah Nusair]

Hello,

I am trying to estimate PMG and GM using xtpmg. My question is about the optimal number of lags (using, for example, AIC or SIC): How do write this in xtpmg? Or, how do we add lags to the variables?
Any help is appreciated
Thanks,
Sal

[Abdoul Moumine]

You can find optimal number of lag by using this command: "pvarsoc". AIC and BIC help you tto choose the optimal lag.