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*