How are information criteria (e.g. AIC) calculated for VAR and VECM? For univariate models, the formula is given on page 151 in the documentation, but what about multivariate models? I can’t find any documentation in the manual. Cheers, Torben Schmith -- ***************************************************************** Torben Schmith Senior scientist Center for Ocean and Ice Danish Meteorological Institute Lyngbyvej 100 DK-2100 Copenhagen Ø DENMARK Phone direct : +45 39 15 74 44 Phone switch : +45 39 15 75 00 Fax : +45 39 15 73 00 E-mail : ts(a)dmi.dk Homepage : http://ocean.dmi.dk/staff/ts/ts.html *****************************************************************