VEC Lag Order Selection Criteria

Endogenous variables: DLM2 DEXR DIFR DLCPS DLCIC

Lag

LogL

LR

FPE

AIC

SC

HQ

0

−204.4334

NA

9.50e−05

4.927846

5.071531*

4.985640*

1

−168.1493

67.44584*

7.29e−05*

4.662336*

5.524448

5.009102

2

−158.7894

16.29716

0.000106

5.030340

6.610879

5.666077

3

−136.6108

36.00767

0.000115

5.096725

7.395691

6.021433

4

−120.7281

23.91741

0.000147

5.311250

8.328643

6.524930

5

−106.6086

19.60127

0.000199

5.567261

9.303080

7.069912

6

−84.39132

28.22900

0.000229

5.632737

10.08698

7.424359

7

−69.83063

16.78761

0.000327

5.878368

11.05104

7.958962

8

−60.02281

10.15398

0.000544

6.235831

12.12693

8.605396