AR(p) Model (and Var(p)) where p is selected optimally

[arthursurinternetU]

Hello,

I need to estimate on EViews a sample with a AR(p) model first, and with a VAR(p) model, where p is selected optimally. I don't konw how I can do that.
Can you help me please ?

Thank you.

A.G

[EViews Gareth]

What have you done so far?

[arthursurinternetU]

I know the bases on Eviews (AR, var, ...), but i have a question that i don't konw how to solve:

"Consider the pseudo out-of-sample two-quarter-ahead forecasts for output from 1989:IV till the end of the sample. Construct iterated two-quarter-ahead pseudo out-of-sample forecasts using an AR(p) model, where p is selected optimally."