VAR Lag Order Selection Criteria
Endogenous variables: D01 B
Exogenous variables: C
Date: 08/06/12 Time: 14:32
Sample: 1 23
Included observations: 17
Lag LogL LR FPE AIC SC HQ
0 -8.825850 NA 0.012255 1.273629 1.371655 1.283373
1 2.174072 18.11752* 0.005417* 0.450109 0.744184* 0.479341
2 4.384260 3.120266 0.006879 0.660675 1.150801 0.709395
3 10.54383 7.246555 0.005712 0.406608 1.092784 0.474815
4 11.64036 1.032025 0.009206 0.748193 1.630419 0.835888
5 14.27087 1.856835 0.013929 0.909309 1.987585 1.016492
6 28.87930 6.874554 0.006451 -0.338741* 0.935585 -0.212071*
* 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
请问下这个表格出来之后,我该怎么判断我的滞后阶是多少哈。。谢谢哈