Hi everyone!

I have a paneldata of 891 observations (81 time series for 11 countries). I am trying to run a PVAR, but before I want to find the optimal lags. Hence, I am trying to run pvarsoc.
However, If I run my code:
Code:
 pvarsoc lgPCE lgGDP if countryid, maxlag(10)
.

My data file shows "Running panel VAR lag order selection on estimation sample". However, the programme keeps stuck at this point. The actual results is never showed. This surprised me because I do not have a very big sample size.
I checked on Statalist for answers, but could not find anything. That's why I'm asking here now.

Thank you a lot in advance for any help!