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() The table below shows the different criteria used to determine the appropriate lag length of the VAR model. What is the optimal lag length?
() 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: DGPRICE INF Exogenous variables: C Date: 09/27/21 Time: 12:26 Sample: 1969M12 2021M08 Included observations: 612 Lag LOOL LR FPE AIC SC HQ -810.0112 NA 0.048698 2.653631 2.668065 2.659245 -645.0795 328.2464 0.028781 2. 127711 2.171012* 2 144552* -642.2466 5.619539 0.028891 2.131525 2.203694 2.159594 -635.6927 12.95782 0.028651 2. 123179 2.224215 2.162475 -626.5261 18.06369 0.028171 2.106294 2.236198 2. 156818 -622.8897 7. 141925 0.028205 2.107483 2.266254 2.169234 -618.2868 9.010285 0.028149 2. 105512 2.293151 2. 178492 -612.9209 10.46888* 0.028024* 2.101049* 2.317555 2. 185255 -609.7500 6.165488 0.028101 2.103758 2.349132 2.199193
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