Table 4 Lag-order selection criteria Lag... | Emerald Publishing

Table 4

Lag-order selection criteria

Lag LL	LR	Df	p	FPE	AIC	HQIC	SBIC
0 -863.609				50.76	20.954	21.02	21.129
1 -450.798	825.6	36	0.00	0.005	11.876	12.36	13.09
2 -137.656	626.2	36	0.00	7.4e−0	5.1965	6.10	7.46
3 256.009	787.3	36	0.00	1.4e−0	−3.421	−2.08	−0.099
4 924.112	133.2	36	0.00	3.6e−6^a	−18.3^a	−16.81^a	−14.29^a

Lag LL	LR	Df	p	FPE	AIC	HQIC	SBIC
0 -863.609				50.76	20.954	21.02	21.129
1 -450.798	825.6	36	0.00	0.005	11.876	12.36	13.09
2 -137.656	626.2	36	0.00	7.4e−0	5.1965	6.10	7.46
3 256.009	787.3	36	0.00	1.4e−0	−3.421	−2.08	−0.099
4 924.112	133.2	36	0.00	3.6e−6^a	−18.3^a	−16.81^a	−14.29^a

Note(s)

^a

Optimal Lag