varsoc y x1 x2 x3 x4 x5
Selection-order criteria
Sample: 5 - 20 Number of obs = 16
+---------------------------------------------------------------------------+
|lag | LL LR df p FPE AIC HQIC SBIC |
|----+----------------------------------------------------------------------|
| 0 | -585.109 5.0e+24 73.8886 73.9034 74.1783 |
| 1 | -469.379 231.46 36 0.000 3.4e+20 63.9224 64.0263 65.9505 |
| 2 | 454.029 1846.8 36 0.000 7.4e-27* -47.0037 -46.8108 -43.2373 |
| 3 | 2045.92 3183.8* 36 0.000 . -243.741* -243.503* -239.105* |
| 4 | 1960.94 -169.97 36 . . -233.117 -232.88 -228.482 |
+---------------------------------------------------------------------------+
Endogenous: y x1 x2 x3 x4 x5
Exogenous: _cons