(b) The table below shows the different criteria used to determine the appropriate lag length of the VAR model. What is the optimal lag length? [2] VAR Lag Order Selection Criteria Endogenous variables: DEXRATE DCP Exogenous variables: C Date: 09/26/21 Time: 19:07 Sample: 2010M02 2021M08 Included observations: 130 Lag Logl LR FPE AIC SC HQ 544.0680 NA 8.19e-07 -8.339508 -8.295392 -8.321583 564.6249 40.16489* 6.35e-07 -8.594229 -8.461881* -8.540452* 569.0219 8.455761 6.31e-07* -8.600336* -8.379757 -8.510708 569.8486 1.564410 6.63e-07 -8.551517 -9.242705 -8.426036 CONQUIAWN- 571.1397 2.403519 6.91e-07 -8.509842 -8.112799 -8.348510 575.7100 8.367190 6.85e-07 -8.518616 -8.033341 -8.321433 578.3977 4 837851 7.00e-07 -8.498427 -7.924920 -9.265392 579.1319 1.298896 7.36e-07 -8.448183 -7 786444 -8.179297 580.6602 2.656903 7.65e-07 -8.410157 -7.660186 -3. 105419 * indicates lag order selected by the criterion LR: sequential modified LR test statistic (each test at 5% level) FPE: Final prediction error AIC: Akaike information criterion SC: Schwarz information criterion HQ: Hannan-Quinn information criterion