请教一下pvar2中,如何确定最优滞后阶数
我发现设定的越高,AIC等值越小,是该选择3阶,6阶还是9阶
var小白,希望有大神指教,谢谢
+------------------------------------+
|lag | AIC BIC HQIC |
|----+-------------------------------|
| 1 | 125.738 126.399 125.982 |
| 2 | 126.119 126.827 126.381 |
| 3 | 125.581* 126.341* 125.863* |
+------------------------------------+
+------------------------------------+
|lag | AIC BIC HQIC |
|----+-------------------------------|
| 1 | 125.738 126.399 125.982 |
| 2 | 126.119 126.827 126.381 |
| 3 | 125.581 126.341 125.863 |
| 4 | 126.981 127.799 127.285 |
| 5 | 125.71 126.593 126.04 |
| 6 | 124.765* 125.724* 125.125* |
+------------------------------------+
+------------------------------------+
|lag | AIC BIC HQIC |
|----+-------------------------------|
| 1 | 125.738 126.399 125.982 |
| 2 | 126.119 126.827 126.381 |
| 3 | 125.581 126.341 125.863 |
| 4 | 126.981 127.799 127.285 |
| 5 | 125.71 126.593 126.04 |
| 6 | 124.765 125.724 125.125 |
| 7 | 126.854 127.899 127.248 |
| 8 | 123.77 124.917 124.204 |
| 9 | 122.442* 123.71* 122.924* |
+------------------------------------+