选择不同的滞后阶数的结果如下：究竟应该是滞后多少呢？
VAR Lag Order Selection Criteria      
Endogenous variables: LNDSCY LNWANGANG      
Exogenous variables: C      
Date: 08/18/09   Time: 15:37      
Sample: 1990 2007      
Included observations: 10      
      
Lag LogL LR FPE AIC SC HQ
      
0 -7.310632 NA   0.022098  1.862126  1.922643  1.795739
1  21.80784  40.76586  0.000151 -3.161569 -2.980018 -3.360730
2  22.83836  1.030517  0.000320 -2.567672 -2.265087 -2.899607
3  39.36276   9.914641*   4.19e-05*  -5.072552*  -4.648933*  -5.537262*
      
* 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      
     

VAR Lag Order Selection Criteria      
Endogenous variables: LNDSCY LNWANGANG      
Exogenous variables: C      
Date: 08/18/09   Time: 15:38      
Sample: 1990 2007      
Included observations: 11      
      
Lag LogL LR FPE AIC SC HQ
      
0 -10.11783 NA   0.031070  2.203243  2.275587  2.157640
1  23.23618   48.51493*   0.000154*  -3.133851*  -2.916817*  -3.270660*
2  24.96642  1.887538  0.000260 -2.721168 -2.359445 -2.949183
      
* 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      
VAR Lag Order Selection Criteria      
Endogenous variables: LNDSCY LNWANGANG      
Exogenous variables: C      
Date: 08/18/09   Time: 15:39      
Sample: 1990 2007      
Included observations: 13      
      

Lag LogL LR FPE AIC SC HQ
      
0 -22.67928 NA   0.152845  3.796812  3.883727  3.778947
1  9.399952   49.35266*   0.002067*  -0.523070*  -0.262324*  -0.576665*
      
* 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      


   VAR Lag Order Selection Criteria      
Endogenous variables: LNDSCY LNWANGANG      
Exogenous variables: C      
Date: 08/18/09   Time: 15:39      
Sample: 1990 2007      
Included observations: 9      
      

Lag LogL LR FPE AIC SC HQ
      
0 -5.377836 NA   0.017696  1.639519  1.683347  1.544939
1  20.01153   33.85249*  0.000161 -3.113674 -2.982191 -3.397414
2  22.39404  2.117779  0.000290 -2.754230 -2.535092 -3.227130
3  40.38707  7.996905   2.78e-05* -5.863794 -5.557000 -6.525854
4  379.5848  0.000000  NA  -80.35218*  -79.95773*  -81.20340*
      
* 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