I've transformed my variables into logarithms to analyze their elasticities, when I run the command with them like this it's hard to choose the best number of lags. I would like to know if there is a difference between using normal variables.


Code:
 varsoc IGPDI CAMBIONOMINAL PIB SELIC , maxlag(8)

   Selection-order criteria
   Sample:  2015m9 - 2021m6                     Number of obs      =        70
  +---------------------------------------------------------------------------+
  |lag |    LL      LR      df    p      FPE       AIC      HQIC      SBIC    |
  |----+----------------------------------------------------------------------|
  |  0 |  -1281.3                      1.0e+11   36.7229   36.7739   36.8514  |
  |  1 | -924.378  713.85   16  0.000  6.1e+06   26.9822   27.2374   27.6247* |
  |  2 | -899.369  50.018   16  0.000  4.8e+06*  26.7248*  27.1841*  27.8812  |
  |  3 | -890.653  17.432   16  0.358  5.9e+06   26.9329   27.5964   28.6032  |
  |  4 | -875.526  30.253   16  0.017  6.2e+06   26.9579   27.8255   29.1421  |
  |  5 | -865.742  19.569   16  0.240  7.7e+06   27.1355   28.2072   29.8337  |
  |  6 | -854.908  21.668   16  0.154  9.5e+06   27.2831    28.559   30.4952  |
  |  7 | -844.337  21.142   16  0.173  1.2e+07   27.4382   28.9182   31.1643  |
  |  8 | -818.619  51.435*  16  0.000  1.0e+07   27.1605   28.8447   31.4006  |
  +---------------------------------------------------------------------------+
   Endogenous:  IGPDI CAMBIONOMINAL PIB SELIC
    Exogenous:  _cons


. varsoc ln_igpdi ln_cambion ln_pib ln_selic , maxlag(8)

   Selection-order criteria
   Sample:  2015m9 - 2021m6                     Number of obs      =        70
  +---------------------------------------------------------------------------+
  |lag |    LL      LR      df    p      FPE       AIC      HQIC      SBIC    |
  |----+----------------------------------------------------------------------|
  |  0 |  215.911                      2.8e-08   -6.0546  -6.00357  -5.92612  |
  |  1 |  566.881  701.94   16  0.000  1.9e-12  -15.6252    -15.37* -14.9828* |
  |  2 |  588.474  43.186   16  0.000  1.6e-12   -15.785  -15.3257  -14.6286  |
  |  3 |  602.542  28.135   16  0.030  1.8e-12  -15.7298  -15.0663  -14.0595  |
  |  4 |  626.245  47.406   16  0.000  1.4e-12* -15.9499* -15.0822  -13.7656  |
  |  5 |   635.48   18.47   16  0.297  1.8e-12  -15.7566  -14.6848  -13.0584  |
  |  6 |  650.162  29.364   16  0.022  2.0e-12  -15.7189   -14.443  -12.5068  |
  |  7 |  663.402  26.479   16  0.048  2.3e-12    -15.64    -14.16   -11.914  |
  |  8 |  689.292  51.781*  16  0.000  2.0e-12  -15.9226  -14.2385  -11.6826  |
  +---------------------------------------------------------------------------+
   Endogenous:  ln_igpdi ln_cambion ln_pib ln_selic
    Exogenous:  _cons