Hello,
When Amelia is given a lags or lead argument, does it include in its model only one lag or
lead, advanced or delayed by one sample? Or does it instead consider multiple lags or
leads and pick the best subset with some algorithm?
Thanks,
Scott
Dr. Scott Otterson
Abteilung Energiemeteorologie und Netzintegration
Fraunhofer IWES
Tel: +49 (0)561 7294-252
E-Mail: scott.otterson(a)fraunhofer.iwes.de