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VAR lag order selection criteria.
| Endogenous variables: Yt, Tt, and Rt | ||||||
|---|---|---|---|---|---|---|
| Included observations: 28 | ||||||
| Lag | LogL | LR | FPE | AIC | SC | HQ |
| 0 | -211.1423 | NA | 882.1300 | 15.29588 | 15.43862 | 15.33952 |
| 1 | -185.4421 | 44.05752 | 269.1527 | 14.10301 | 14.67395∗ | 14.27755 |
| 2 | -172.0580 | 20.07620∗ | 202.0874∗ | 13.78985∗ | 14.78901 | 14.09531∗ |
Indicates lag order selected by the criterion.
