Table 5. Optimal lag length selection... | Emerald Publishing

Table 5.

Optimal lag length selection

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−96.04598	NA	0.000262	5.943881	6.168346	6.020430
1	70.19552	273.8095*	6.59e-08	−2.364442	−1.017654*	−1.905149
2	95.46177	34.18375	7.18e-08	−2.380104	0.089009	−1.538066
3	117.1030	22.91424	1.16e-07	−2.182529	1.408907	−0.957746
4	165.9692	37.36830	5.37e-08*	−3.586426*	1.127335	−1.978898*

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−96.04598	NA	0.000262	5.943881	6.168346	6.020430
1	70.19552	273.8095*	6.59e-08	−2.364442	−1.017654*	−1.905149
2	95.46177	34.18375	7.18e-08	−2.380104	0.089009	−1.538066
3	117.1030	22.91424	1.16e-07	−2.182529	1.408907	−0.957746
4	165.9692	37.36830	5.37e-08*	−3.586426*	1.127335	−1.978898*

Note:

*Indicates lag order selected by the criterion