I would like to ask about the exact command.
Assume yt= (infla t, unrate t, hwages t）is(3×1)-vector, in order to estimate the order of the VAR(p) model for yt, using a constant for the determinstic component, what should the command be?
I suppose it is varsoc command.
The data is like this (until 2021).
date infla unrate hwages
1961-01-01 1.600272387 6.6 1.401869159
1961-02-01 1.462087725 6.9 1.401869159
1961-03-01 1.462087725 6.9 1.401869159
1961-04-01 0.914014895 7.0 1.869158879
1961-05-01 0.913087589 7.1 2.803738318
1961-06-01 0.776764607 6.9 2.803738318
1961-07-01 1.252115059 7.0 2.803738318
1961-08-01 1.114488349 6.6 2.34741784
1961-09-01 1.249577845 6.7 2.325581395
1961-10-01 0.773109244 6.5 3.255813953
1961-11-01 0.671591672 6.1 3.720930233
1961-12-01 0.6709158 6.0 4.147465438