Table 4

Information criterion for different lags

Lag
IC12345
AIC−19.3675−19.7621−19.7222−19.7447−19.8682
HQ−19.2184−19.5013−19.3496−19.2603−19.272
SC−18.9939−19.1083−18.7881−18.5304−18.3736

Source(s): Authors’ own work

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