title: Stata: Lag length criteria: How can I explain the results?
body: <p>I got different outputs from the code</p>
  
  <pre><code>forval i = 1/118 {
      varsoc var`i', maxlag(10)
  }
  </code></pre>
  
  <p>that gives AIC,BIC,... lag information criteria, but I don't know how I can interpret them. 
  How can I choose the correct number of lags on the basis of all this output?</p>
  
  <p>I know that, if I have only one variable, I've to choose the smallest value of AIC and the others, but what should I do if I have more outputs?</p>