VAR Lag Order Selection Criteria      
Endogenous variables: LNY LNX1 LNX2      
Exogenous variables: C      
Date: 05/11/13   Time: 16:46      
Sample: 1995 2011      
Included observations: 13      
      
Lag LogL LR FPE AIC SC HQ
      
0  43.37188 NA   4.03e-07 -6.211059 -6.080686 -6.237857
1  90.73098   65.57413*  1.17e-09 -12.11246 -11.59097 -12.21965
2  96.91452  5.707887  2.49e-09 -11.67916 -10.76655 -11.86674
3  124.8306  12.88432   4.13e-10* -14.58932 -13.28559 -14.85729
4  922.5747  0.000000  NA  -135.9346*  -134.2397*  -136.2829*
      
* 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      
      

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