Table 5.

Optimal lag length selection

 LagLogLLRFPEAICSCHQ
0−96.04598NA 0.0002625.9438816.1683466.020430
170.19552273.8095*6.59e-08−2.364442−1.017654*−1.905149
295.4617734.183757.18e-08−2.3801040.089009−1.538066
3117.103022.914241.16e-07−2.1825291.408907−0.957746
4165.969237.368305.37e-08*−3.586426*1.127335−1.978898*

Note:

*Indicates lag order selected by the criterion

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