Table 6 Results on sequence optimal... | Emerald Publishing

Table 6

Results on sequence optimal lag-order test

Lag	LL	LR	df	p	FPE	AIC	HQIC	SBIC
0	233.442				9.1e-14	−12.9967	−12.9046	−12.73
1	371.617	276.35	36	0.000	2.8e-16*	−18.8353	−18.191*	−16.969*
2	406.151	69.068	36	0.001	3.6e-16	−18.7515	−17.555	−15.2853
3	448.458	84.612	36	0.000	4.4e-16	−19.1119	−17.3631	−14.0459
4	504.146	111.38*	36	0.000	5.8e-16	−20.237*	−17.9359	−13.5711

Lag	LL	LR	df	p	FPE	AIC	HQIC	SBIC
0	233.442				9.1e-14	−12.9967	−12.9046	−12.73
1	371.617	276.35	36	0.000	2.8e-16*	−18.8353	−18.191*	−16.969*
2	406.151	69.068	36	0.001	3.6e-16	−18.7515	−17.555	−15.2853
3	448.458	84.612	36	0.000	4.4e-16	−19.1119	−17.3631	−14.0459
4	504.146	111.38*	36	0.000	5.8e-16	−20.237*	−17.9359	−13.5711