Table 3.

Optimum lag length selection

LagFPEAICSCHQ
00.0005901.0779511.2270731.103189
11.07e−05−2.950040−2.353552*−2.849091
21.82e−05−2.511005−1.467151−2.334343
39.53e−06*−3.399409*−1.908189−3.147035*

Note(s):

*Indicates lag order selected by the criterion

Source(s): Authors’ contribution

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