Optimum lag length selection
| Lag | FPE | AIC | SC | HQ |
|---|---|---|---|---|
| 0 | 0.000590 | 1.077951 | 1.227073 | 1.103189 |
| 1 | 1.07e−05 | −2.950040 | −2.353552* | −2.849091 |
| 2 | 1.82e−05 | −2.511005 | −1.467151 | −2.334343 |
| 3 | 9.53e−06* | −3.399409* | −1.908189 | −3.147035* |
| Lag | FPE | AIC | SC | HQ |
|---|---|---|---|---|
| 0 | 0.000590 | 1.077951 | 1.227073 | 1.103189 |
| 1 | 1.07e−05 | −2.950040 | −2.353552* | −2.849091 |
| 2 | 1.82e−05 | −2.511005 | −1.467151 | −2.334343 |
| 3 | 9.53e−06* | −3.399409* | −1.908189 | −3.147035* |
Note(s):
*Indicates lag order selected by the criterion
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