% PURPOSE: demonstrate the use of lrratio() % function to determine optimal lag length of a VAR % --------------------------------------------- % usage: lrratio_d % ---------------------------------------------- load test.dat;% a test data set containing % monthly mining employment for % il,in,ky,mi,oh,pa,tn,wv % data covers 1982,1 to 1996,5 y = test; % will print results to the MATLAB command window % set flag for Sim's correction factor sims = 1; maxlag = 12; minlag = 3; lrratio(y,maxlag,minlag,sims);