![]() ![]() Anyone may reproduce, distribute, translate and create derivative works of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. This article is published under the Creative Commons Attribution (CC BY 4.0) license. Published in Applied Computing and Informatics. Ĭopyright © 2019, Alan Mustafa and Abdulnasser Hatemi-J License (2020), "A VBA module simulation for finding optimal lag order in time series models and its use on teaching financial data computation", Applied Computing and Informatics, Vol. ![]() This module can be used for estimating a multivariate dynamic model as well as determining the optimal lag order of such a model. ![]() To show a solution for a complex and multi-step 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. In this study, a tool has been designed and developed for learning about the concept of lag order within a dynamic model, which can be used in any teaching classes on statistics and financial data computation.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |