问题2、在选择VAR滞后阶数时       下面是我选择不同的滞后阶数检验结果



Lag
LogL
LR
FPE
AIC
SC
HQ

















0
-4.922528
NA
  0.000443
  0.792253
  0.941613
  0.821409

1
  61.90694
   106.9271*
   1.39e-06*
  -4.990694*
  -4.393254*
  -4.874067*






     Root Modulus

0.995026  0.995026
0.659764  0.659764
0.342760  0.342760

No root lies outside the unit circle.
VAR satisfies the stability condition.

根据检验结果，这里应该选择滞后1期，而且VAR模型是稳定的（我的理解是否正确）？


















Lag
LogL
LR
FPE
AIC
SC
HQ

















0
-0.306750
NA
  0.000284
  0.348079
  0.497201
  0.373316

1
  65.02314
   103.1525*
  7.71e-07
-5.581384
  -4.984896*
-5.480434

2
  76.11440
  14.01001
   6.77e-07*
  -5.801516*
-4.757663
  -5.624855*


Roots of Characteristic Polynomial
Endogenous variables: LNGDP LNEX LNIM  
Exogenous variables: C  
Lag specification: 1 2
Date: 04/20/12   Time: 10:48

     Root Modulus

1.020678  1.020678
0.765317  0.765317
-0.108715 - 0.416982i  0.430921
-0.108715 + 0.416982i  0.430921
0.190323 - 0.109349i  0.219499
0.190323 + 0.109349i  0.219499

Warning: At least one root outside the unit circle.
VAR does not satisfy the stability condition.


根据检验结果，这里AIC和SC冲突，应该选择LR标准，所以判定滞后1期，而且VAR滞后2期模型也不稳定稳定的（我的理解是否正确）？





Lag
LogL
LR
FPE
AIC
SC
HQ

















0
  1.359345
NA
  0.000241
  0.182295
  0.330690
  0.202757

1
  60.53360
  92.04885
  9.34e-07
-5.392623
-4.799042
-5.310776

2
  74.81790
   17.45859*
  5.78e-07
-5.979767
-4.941000
-5.836535

3
  93.39269
  16.51092
   2.68e-07*
  -7.043632*
  -5.559679*
  -6.839015*



     Root Modulus

1.015407  1.015407
0.712576 - 0.618964i  0.943865
0.712576 + 0.618964i  0.943865
-0.750145 - 0.445975i  0.872703
-0.750145 + 0.445975i  0.872703
0.019196 - 0.763919i  0.764160
0.019196 + 0.763919i  0.764160
0.583962 - 0.348573i  0.680084
0.583962 + 0.348573i  0.680084

据检验结果，应该选择滞后滞后3期，但VAR滞后3期模型也不稳定稳定的（我的理解是否正确）？




















Lag
LogL
LR
FPE
AIC
SC
HQ

















0
  3.491916
NA
  0.000190
-0.057873
  0.089165
-0.043257

1
  60.09471
  86.56898
  7.19e-07
-5.658201
-5.070050
-5.599738

2
  74.90343
   17.42203*
  4.13e-07
-6.341580
-5.312317
-6.239270

3
  86.88296
  9.865492
  4.19e-07
-6.692113
-5.221736
-6.545955

4
  110.1894
  10.96775
   1.99e-07*
  -8.375227*
  -6.463737*
  -8.185221*



     Root Modulus

0.929825 - 0.500423i  1.055934
0.929825 + 0.500423i  1.055934
0.999003  0.999003
-0.971672  0.971672
-0.698865 - 0.603210i  0.923187
-0.698865 + 0.603210i  0.923187
0.134959 - 0.794169i  0.805555
0.134959 + 0.794169i  0.805555
0.601988 - 0.474204i  0.766328
0.601988 + 0.474204i  0.766328
-0.317421 - 0.618129i  0.694867
-0.317421 + 0.618129i  0.694867
据检验结果，应该选择滞后滞后4期，但VAR滞后4期模型也不稳定稳定的（我的理解是否正确）？
所以如何选择VAR的滞后期，为什么在选择不同的滞后期时给定的检验结果都不一样？如何选择滞后期，要根据模型的稳定性综合判断吗？

恳求老师回答