
--------------------------------------------------------------------------------
                        Lag Selection Results 
--------------------------------------------------------------------------------
Dimension of system:       3     Number of observations in sample:          316 
Order for WN tests:       12     Number of observations for estimation:     316 
Restricted constant:      No     Initial values:                              0
Unrestricted constant:    No     Level parameter:                           Yes
--------------------------------------------------------------------------------
Parameter Estimates and Information Criteria:
--------------------------------------------------------------------------------
 k  r    d    b      LogL     LR    pv    AIC       BIC
 3  3 0.676 0.676  456.42   7.31 0.605  -832.85   -682.62 
 2  3 0.581 0.581  452.77  20.59 0.015  -843.53*  -727.11 
 1  3 1.043 1.043  442.47  56.99 0.000  -840.94   -758.31*
 0  3 1.036 1.036  413.97   0.00 0.000  -801.95   -753.12 
--------------------------------------------------------------------------------
Tests for Serial Correlation of Residuals: 
--------------------------------------------------------------------------------
 k   pmvQ  pQ1   pLM1  pQ2   pLM2  pQ3   pLM3
 3   0.94  0.72  0.46  0.49  0.89  0.51  0.47
 2   0.82  0.69  0.45  0.29  0.75  0.54  0.40
 1   0.34  0.75  0.52  0.15  0.58  0.34  0.18
 0   0.00  0.01  0.01  0.00  0.08  0.37  0.17
--------------------------------------------------------------------------------
