VAR lag order selection criteria
| Lag length | AIC | SIC | HQC |
|---|---|---|---|
| 0 | 25.25053 | 25.28997 | 25.26655 |
| 1 | 20.00431 | 20.12263 | 20.05237 |
| 2 | 19.80821* | 20.00541* | 19.88831* |
| 3 | 19.82656 | 20.10265 | 19.93871 |
| 4 | 19.84150 | 20.19647 | 19.98569 |
| 5 | 19.88247 | 20.31632 | 20.05869 |
| 6 | 19.92142 | 20.43415 | 20.12969 |
| 7 | 19.91314 | 20.50475 | 20.15345 |
| 8 | 19.93331 | 20.60380 | 20.20566 |
| Lag length | AIC | SIC | HQC |
|---|---|---|---|
| 0 | 25.25053 | 25.28997 | 25.26655 |
| 1 | 20.00431 | 20.12263 | 20.05237 |
| 2 | 19.80821* | 20.00541* | 19.88831* |
| 3 | 19.82656 | 20.10265 | 19.93871 |
| 4 | 19.84150 | 20.19647 | 19.98569 |
| 5 | 19.88247 | 20.31632 | 20.05869 |
| 6 | 19.92142 | 20.43415 | 20.12969 |
| 7 | 19.91314 | 20.50475 | 20.15345 |
| 8 | 19.93331 | 20.60380 | 20.20566 |
Note:
* Indicates optimum lag order selected by the criterion
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