Autocorrelation LM test Lag Specification

[bvguizar]

Hello

I'm running Unrestricted VAR and I want to see what is the optimal lag lenght I need.

When I go to Views-Residual test-Autocorrelation LM test a window pops up and they ask for a lag specification, however it has 12 already specified.

Should I leave it like that or how can I find for this optimal lag lenght in order to test for cointegration as the next step?

Thanks