the command to determine the lag length for a VAR

[temkv001]

I need to estimate a VAR model with Eviews7 on a lot of time series data.
I usually use the option 'view' / 'lag structure' / 'lag length criteria' on the VAR window.
But this time, I'd like to do that automatically by unning the command.
Does anyone know the command to estimate the optimal lag length with AIC criterion?

Thank you for your help!

[EViews Gareth]

Code: Select all

var.laglen


Its listed in the VAR section of the Object Reference.

[temkv001]

Thank you for your quick reply, Gareth.
I'm sorry I didn't thank you earlier.