纸玫瑰 发表于 2012-9-28 10:55 
如果还是3期最多 那应该没问题了
滞后三期结果是这样的
VAR Lag Order Selection Criteria
Endogenous variables: LNGDP LNEX LNIM
Exogenous variables: C
Date: 09/28/12 Time: 10:50
Sample: 1990 2011
Included observations: 19
Lag LogL LR FPE AIC SC HQ
0 -20.11659 NA 0.00228 2.433325 2.582447 2.458563
1 66.06803 136.0810 6.91e-07 -5.691372 -5.094884 -5.590422
2 86.79775 26.18491* 2.20e-07 -6.926079 -5.882225* -6.749418
3 98.20258 10.8045 2.18e-07* -7.179219* -5.687999 -6.926845*
* 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