Hi fellow STATA-lovers!
I am currently working with an ARDL model, with following variables:
Investments, real interest rate, leading indicator of production, quantitative easing, capital stock.
Investments, of course, are the dependent variable.
Variables are stationary as:
I(0): real interest rate
I(1): investments, leading indicator of production, quantitative easing, capital stock
I am in the process of choosing the lags of each variable, but I am unsure as to which lags to actually choose. Note, the leading indicator can not be lagged since we use it as a lead.
Attached is an image showing the ARDL regression results. Thanks in advance!
Best,
Axel
I am currently working with an ARDL model, with following variables:
Investments, real interest rate, leading indicator of production, quantitative easing, capital stock.
Investments, of course, are the dependent variable.
Variables are stationary as:
I(0): real interest rate
I(1): investments, leading indicator of production, quantitative easing, capital stock
I am in the process of choosing the lags of each variable, but I am unsure as to which lags to actually choose. Note, the leading indicator can not be lagged since we use it as a lead.
Attached is an image showing the ARDL regression results. Thanks in advance!
Best,
Axel
