Dear José Francisco, I think when Gretls does the VAR lag selection tests, it restricts the sample in order to guarantee that all the estimations could use the same sample.
That said, when you estimate a 1 lagged VAR the criteria you see on the test results window differs from the criteria that you see on the estimated VAR window. Best regards, Henrique Andrade* *Dear José Francisco,
I think when Gretls does the VAR lag selection tests, it
restricts the sample in order to guarantee that all the
estimations could use the same sample.
That said, when you estimate a 1 lagged VAR the criteria
you see on the test results window differs from the criteria
that you see on the estimated VAR window.
Best regards,
Henrique Andrade
