| VAR Lag Order Selection Criteria | ||||||
| Lag | LogL | LR | FPE | AIC | SC | HQ |
| 0 | −98.39 | NA | 2.64E−05 | 0.809 | 0.87 | 0.83 |
| 1 | 1972.937 | 4060.791 | 2.32E−12 | −15.44 | −15.16 | −15.33 |
| 2 | 2020.007 | 90.79 | 1.81E−12 | −15.68 | −15.18 | −15.48 |
| 3 | 2038.249 | 34.61 | 1.78E−12 | −15.702 | −14.98 | −15.41 |
| 4 | 2047.57 | 17.38 | 1.88E−12 | −15.65 | −14.69 | −15.27 |
| 5 | 2056.943 | 17.19 | 1.98E−12 | −15.6 | −14.42 | −15.12 |
| 6 | 2065.503 | 15.42 | 2.11E−12 | −15.54 | −14.14 | −14.97 |
| 7 | 2080.194 | 26.02 | 2.13E−12 | −15.53 | −13.91 | −14.88 |
| 8 | 2084.816 | 8.04 | 2.34E−12 | −15.44 | −13.59 | −14.7 |