Re: [Gretl-users] Function of the AIC in VAR lag selection
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Well, ok
It's -2*(lnL/T)+(2/T)*( p * n^2 + 2 + 2 ) = 15.741186
lnL = -66.70593
p = number of lags
n = number of variables (equations)
+2 (two constants)
+2 (two error variances)
mind T=10
Best
Yiannis
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Ioannis A. Venetis