哥们 我现在也遇到这个问题了 我去eviews.com上面去查了一下 他是这么回答的：Maybe forget about the lag length selection criteria (which are inherently problematic anyway), and choose the order of the VAR based on what you believe to be an appropriate length - i.e. justify it using theory rather than the statistical methods.
还有我想问一下你最后是怎么解决这个问题的？
匿名回答于2020-03-01 10:35:45
