VAR Lag Order Selection Criteria Endogenous variables: LMQ LFDI LINF LER LDET LXPT Exogenous variables: WD Date: 09/12/20 Time: 17:08 Sample: 1970 2018 Included observations: 33 | ||||||
Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −298.3531 | NA | 4.130887 | 18.44564 | 18.71774 | 18.53719 |
1 | 59.90977 | 564.5354 | 1.42e−08 | −1.085440 | 0.819206* | −0.444585 |
2 | 119.6210 | 72.37722* | 4.24e−09* | −2.522483* | 1.014716 | −1.332323* |