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Table 13 VAR lag length selection criteria

From: Bitcoin fluctuations and the frequency of price overreactions

Lags AIC BIC
1 7.4380 7.8969
2 7.5663 8.3694
3 7.7687 8.9160
4 8.0171 9.5085
5 7.9496 9.7852
6 8.0571 10.2368
7 8.2555 10.7793
8 8.0228 10.8908
9 7.6051 10.8173
10 7.6916 11.2480
  1. This table compares the AIC and BIC criterion results for different time lags. The first column reports the lag length; the second column shows estimates for the AIC criterion and the third column for the BIC criterion