做了VAR滞后阶数长度检验,滞后阶数一直在增加,滞后6阶就封了,我该怎么选???求高人指点。
Lag LogL LR FPE AIC SC HQ
0 129.9474 NA 1.99e-09 -8.686024 -8.497432 -8.626960
1 296.3456 275.4177 6.30e-14 -19.05831 -18.11535* -18.76299
2 321.3122 34.43668 3.64e-14 -19.67670 -17.97937 -19.14512
3 347.7430 29.16503* 2.14e-14* -20.39607* -17.94436 -19.62822*
Lag LogL LR FPE AIC SC HQ
0 128.8200 NA 1.58e-09 -8.915713 -8.725398 -8.857532
1 286.5549 259.1360 6.43e-14 -19.03964 -18.08806 -18.74873
2 314.3175 37.67778 3.00e-14 -19.87982 -18.16699 -19.35619
3 341.0839 28.67830* 1.72e-14 -20.64885 -18.17476 -19.89250
4 371.0154 23.51757 1.02e-14* -21.64396* -18.40860* -20.65488*
Lag LogL LR FPE AIC SC HQ
0 129.2462 NA 1.10e-09 -9.277495 -9.085520 -9.220411
1 276.9484 240.7000 6.48e-14 -19.03322 -18.07334 -18.74780
2 304.9500 37.33537 2.91e-14 -19.92222 -18.19444 -19.40846
3 335.9752 32.17436* 1.22e-14 -21.03520 -18.53952 -20.29310
4 369.7279 25.00200 5.62e-15 -22.35022 -19.08663 -21.37978
5 426.7769 25.35507 8.98e-16* -25.39088* -21.35939* -24.19210*