Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks

Table 3

The selection of the VAR model optimal lag period.

Period	AIC	SC
0	−10.8977	−10.7222
1	−10.8299	−10.8164
2	−10.91258*	−10.87208*
3	−10.9037	−10.8361
4	−10.9086	−10.8141

Note. *stands for the optimal period.