Number of lags HAC function considers
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I needed help using the HAC function in the new MATLAB R2013a. Could someone please tell me to how many lags does the HAC look back? I have overlapping data (11 lags as I am running a rolling monthly looking back 1 year). I therefore need to correct for errors, however, I do no know how many lags this function looks back...
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on 5 Jul 2013
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