做Johanson协整检验检验之前是不是要确定滞后阶数?我的数据是1982-2013年的,做出来滞后阶数时5,会不会太大了?
| Lag | LogL | LR | FPE | AIC | SC | HQ |
| | | | | | | |
| | | | | | | |
| 0 | 101.4953 | NA | 8.59e-09 | -7.221874 | -7.029898 | -7.164789 |
| 1 | 218.6179 | 190.8665 | 4.88e-12 | -14.71244 | -13.75256 | -14.42702 |
| 2 | 241.1498 | 30.04247 | 3.28e-12 | -15.19628 | -13.46850 | -14.68252 |
| 3 | 267.0715 | 26.88178* | 2.01e-12 | -15.93122 | -13.43554 | -15.18912 |
| 4 | 283.6983 | 12.31614 | 3.29e-12 | -15.97765 | -12.71406 | -15.00721 |
| 5 | 340.7521 | 25.35723 | 5.25e-13* | -19.01867* | -14.98718* | -17.81990* |
滞后阶数值这么选的吗?有什么影响吗?