VAR Lag Order Selection Criteria

Lag

Log L

LR

FPE

AIC

SC

HQ

0

−4369.79

NA

1.62e+26

71.70

71.79

71.74

1

−3928.30

846.80

1.51e+23

64.73

65.19

64.91

2

−3882.07

85.63

9.24e+22

64.23

65.06*

64.57

3

−3864.81

30.85

9.07e+22

64.21

65.41

64.70

4

−3824.02

70.21*

6.06e+22*

63.80*

65.37

64.44*