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* |