VAR Lag Order Selection Criteria      
Endogenous variables: LOG(M) LOG(G) R RI LOG(SH)      
Exogenous variables: C      
Date: 03/23/12   Time: 20:17      
Sample: 2002Q1 2011Q3      
Included observations: 39      
      
Lag LogL LR FPE AIC SC HQ
      
0  319.5538 NA   6.79e-14 -16.13097 -15.91769 -16.05444
1  578.0809  437.5074  4.33e-19 -28.10671  -26.82705*  -27.64758*
2  607.8356   42.72471*   3.62e-19* -28.35054 -26.00450 -27.50880
3  634.3835  31.31295  4.00e-19  -28.42993* -25.01749 -27.20557
      
* 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