VAR Lag Order Selection Criteria

Endogenous variables: LGDP EXP PEGPFCF TR TR2

Exogenous variables: C

Date: 03/22/20 Time: 12:05

Sample: 1987Q1 2017Q4

Included observations: 113

The G

LogL

LR

FPE

AIC

SC

HQ

0

−1953.168

N/A

46190435

34.67554

34.82036

34.73431

1

−620.6095

2500.022

0.004998

11.72760

12.74132

12.13896

2

−377.1281

430.9405

0.000128

8.055365

9.937986*

8.819313*

3

−369.6140

12.50139

0.000214

8.559539

11.31106

9.676079

4

−355.4200

22.10735

0.000323

8.945487

12.56591

10.41462

5

−298.6979

82.32245

0.000234

8.578723

13.06805

10.40045

6

−224.6955

99.54299*

0.000127*

7.906115*

13.26435

10.08043

7

−212.2850

15.37587

0.000211

8.323628

14.55076

10.85053

8

−184.6115

31.34701

0.000278

8.470999

15.56703

11.35050