Dear Allin, I realized what is going wrong. Take a look at the following script:

<script>
open data9-12
ldiff pcecars pop pcdpy cpinew
var 24 ld_pcecars ld_pop ld_pcdpy ld_cpinew --lagselect

/*
Teste para verificação do erro na seleção de defasagens
do VAR via GUI.
*/
</script>

In that case everything is working fine. But if I change the script subtracting
the last line (*/):

<script>
open data9-12
ldiff pcecars pop pcdpy cpinew
var 24 ld_pcecars ld_pop ld_pcdpy ld_cpinew --lagselect

/*
Teste para verificação do erro na seleção de defasagens
do VAR via GUI.
</script>

Now the problem arises. I think it would be important to introduce an error
message instead of a crash, won't you? ;)

Thanks for figuring this out. Should be fixed now.