Table 3 VAR lag order selection criteria

 0

136.1564

NA

0.000973

− 4.097121

− 3.996765

−4.057524

 1

204.5579

128.3843

0.000122

−6.171012

− 6.037204

− 6.118216

 2

220.6991

29.79916

7.68e-05

− 6.636896

− 6.469635

− 6.570901

 3

221.1764

0.866461

7.80e-05

− 6.620812

− 6.420100

− 6.541618

 4

221.4003

0.399627

8.00e-05

− 6.596933

− 6.362769

− 6.504540

 5

226.7999

9.470050

6.99e-05

− 6.732305

− 6.464688

− 6.626713

 6

233.0105

10.70128^a

5.95e-05^a

− 6.892630^a

− 6.591561^a

− 6.773839^a

 7

233.0173

0.011590

6.14e-05

− 6.862072

−6.527551

− 6.730082

 0

135.4474

NA

0.000995

−4.075304

−3.974948

− 4.035707

 1

202.9401

126.6786

0.000129

−6.121234

−5.987425

−6.068438

 2

221.3178

33.92800

7.53e-05

−6.655931

−6.488671

− 6.589936

 3

222.2820

1.750491

7.54e-05

−6.654831

− 6.454119

−6.575637

 4

222.3311

0.087683

7.77e-05

−6.625574

−6.391409

− 6.533181

 5

227.2157

8.566779

6.90e-05

−6.745099

− 6.477482

−6.639507

 6

233.4386

10.72255^a

5.88e-05^a

− 6.905804^a

− 6.604735^a

− 6.787013^a

 7

233.4401

0.002478

6.06e-05

− 6.875080

−6.540559

− 6.743090

 0

103.7540

NA

0.002637

−3.100123

− 2.999767

− 3.060526

 1

203.9020

187.9701

0.000125

−6.150831

−6.017023

−6.098035

 2

221.2593

32.04414

7.55e-05

−6.654131

−6.486870

− 6.588136

 3

221.7571

0.903867

7.67e-05

−6.638681

−6.437969

− 6.559487

 4

221.9307

0.309765

7.87e-05

−6.613253

−6.379088

− 6.520860

 5

227.0548

8.986784

6.93e-05

−6.740147

−6.472530

− 6.634555

 6

233.8268

11.66865^a

5.81e-05^a

− 6.917746^a

− 6.616677^a

− 6.798955^a

 7

233.8821

0.093747

5.98e-05

−6.888682

−6.554160

− 6.756691