VAR Lag Order Selection Criteria
Endogenous variables: PF PX
Exogenous variables: C
Date: 04/27/18 Time: 21:11
Sample: 1/04/2006 12/31/2008
Included observations: 554
Lag LogL LR FPE AIC SC HQ
0 -10254.94 NA 4.13e+13 37.02866 37.04424 37.03475
1 -8774.520 2944.805 2.00e+11 31.69863 31.74538* 31.71689*
2 -8767.487 13.93798 1.98e+11 31.68768 31.76561 31.71812
3 -8762.757 9.341309 1.98e+11 31.68504 31.79414 31.72766
4 -8753.080 19.03885* 1.94e+11 31.66455 31.80482 31.71935
5 -8748.350 9.271496 1.93e+11* 31.66191* 31.83335 31.72889
6 -8744.405 7.706006 1.93e+11 31.66211 31.86472 31.74126
7 -8742.120 4.446618 1.94e+11 31.66830 31.90208 31.75963
8 -8738.490 7.035985 1.95e+11 31.66964 31.93459 31.77315
* 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
请问进行格兰杰因果检验是的滞后期应该是4还是5