Table 6 Lag length selection results... | Emerald Publishing

Table 6

Lag length selection results

Lags	LL	LR	FPE	AIC	HQIC	SIC
0	−337.741		1855.4	24.5529	24.6402	24.8384
1	−193.512	288.46	0.8693	16.8223	17.4332	18.8206
2	−144.495	98.035	0.51014	15.8925	17.027	19.6036
3	−61.822	165.34*	0.0676	12.5588*	14.2169*	17.9827*
4			−3.6e−50*

Lags	LL	LR	FPE	AIC	HQIC	SIC
0	−337.741		1855.4	24.5529	24.6402	24.8384
1	−193.512	288.46	0.8693	16.8223	17.4332	18.8206
2	−144.495	98.035	0.51014	15.8925	17.027	19.6036
3	−61.822	165.34*	0.0676	12.5588*	14.2169*	17.9827*
4			−3.6e−50*

Note(s): * indicates lag order selected by the criterion

Source(s): Authors’ computation