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CES VŠEM o aktuálních ekonomických problémech

CES VŠEM o aktuálních ekonomických problémech

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F) Lag specification<br />

Table 29: Suggested numbers of lags – Euro based time series<br />

country<br />

exchange rates<br />

ER_CPI<br />

ER_PPI<br />

BG 3 2<br />

CY 2 2<br />

CZ 3 3<br />

EE 2 1<br />

HU 3 1<br />

LT 6 5<br />

LV 3 2<br />

MT 2 –<br />

PL 4 2<br />

RO 3 2<br />

SI 2 4<br />

SK 5 3<br />

Note: '–' not available.<br />

Source: own calculation.<br />

Table 30: Suggested numbers of lags – US<br />

and REER<br />

country exchange rates<br />

ER_CPI ER_PPI REER<br />

BG 1 1 2<br />

CY 2 2 1<br />

CZ 3 3 3<br />

EE 2 1 –<br />

HU 3 1 3<br />

LT 3 5 –<br />

LV 3 2 –<br />

MT 2 – 1<br />

PL 4 2 2<br />

RO 3 3 2<br />

SI 2 2 –<br />

SK 5 5 1<br />

Note: '–' not available.<br />

Source: own calculation.<br />

based time series<br />

145

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