Table 4 Lag-length test results Lag LogL... | Emerald Publishing

Table 4

Lag-length test results

Lag	LogL	(Likelihood Ratio)	(Akaike’s Final Prediction Error Criterion)	(Akaike information Criterion)	(Schwarz Criterion)	(Hannan-Quinn Criterion)
0	−1712.22	Not Available	7.66	68.64	68.80	68.70
1	−1682.46	53.57	4.43	68.09	68.86	68.38
2	−1645.86	60.01	1.97	67.27	68.65^*	67.79
3	−1621.51	36.05	1.46	66.94	68.92	67.69

Lag	LogL	(Likelihood Ratio)	(Akaike’s Final Prediction Error Criterion)	(Akaike information Criterion)	(Schwarz Criterion)	(Hannan-Quinn Criterion)
0	−1712.22	Not Available	7.66	68.64	68.80	68.70
1	−1682.46	53.57	4.43	68.09	68.86	68.38
2	−1645.86	60.01	1.97	67.27	68.65^*	67.79
3	−1621.51	36.05	1.46	66.94	68.92	67.69

Source(s): Authors