Lag order selection for VAR statistics
| Samples: 1985–2023 No. of observations: 39 | ||||
|---|---|---|---|---|
| Lag | AIC | BIC | FPE | HQIC |
| 0 | 6.296 | 6.523* | 542.4 | 6.372 |
| 1 | 5.510 | 6.870 | 252.2 | 5.967* |
| 2 | 6.130 | 8.624 | 524.6 | 6.969 |
| 3 | 5.063 | 8.691 | 246.6* | 6.284 |
| 4 | 5.387 | 10.15 | 694.6 | 6.989 |
| 5 | 4.480* | 10.38 | 1421.0 | 6.464 |
| Samples: 1985–2023 No. of observations: 39 | ||||
|---|---|---|---|---|
| Lag | AIC | BIC | FPE | HQIC |
| 0 | 6.296 | 6.523* | 542.4 | 6.372 |
| 1 | 5.510 | 6.870 | 252.2 | 5.967* |
| 2 | 6.130 | 8.624 | 524.6 | 6.969 |
| 3 | 5.063 | 8.691 | 246.6* | 6.284 |
| 4 | 5.387 | 10.15 | 694.6 | 6.989 |
| 5 | 4.480* | 10.38 | 1421.0 | 6.464 |
Note(s): * highlights the minimums
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