Table I Lag length criteria Lag LogL LR... | Emerald Publishing

Table I

Lag length criteria

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−278.1205	na	9.48e–05	4.925136	5.161219	5.020983
1	639.2593	1,724.988	2.25e–11	−10.32922	−9.502927*	−9.993754
2	678.4208	70.28991	1.77e–11*	−10.57130	−9.154796	−9.996214*
3	700.4518	37.65985	1.88e–11	−10.52054	−8.513836	−9.705845
4	715.3053	24.12110	2.26e–11	−10.34710	−7.750184	−9.292784
5	746.3144	47.70622	2.08e–11	−10.44982	−7.262694	−9.155885
6	773.8191	39.96410	2.05e–11	−10.49263	−6.715302	−8.959083
7	804.5918	42.08237*	1.93e–11	−10.59131	−6.223773	−8.818145
8	830.5531	33.28368	2.01e–11	−10.60774*	−5.649997	−8.594960

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−278.1205	na	9.48e–05	4.925136	5.161219	5.020983
1	639.2593	1,724.988	2.25e–11	−10.32922	−9.502927*	−9.993754
2	678.4208	70.28991	1.77e–11*	−10.57130	−9.154796	−9.996214*
3	700.4518	37.65985	1.88e–11	−10.52054	−8.513836	−9.705845
4	715.3053	24.12110	2.26e–11	−10.34710	−7.750184	−9.292784
5	746.3144	47.70622	2.08e–11	−10.44982	−7.262694	−9.155885
6	773.8191	39.96410	2.05e–11	−10.49263	−6.715302	−8.959083
7	804.5918	42.08237*	1.93e–11	−10.59131	−6.223773	−8.818145
8	830.5531	33.28368	2.01e–11	−10.60774*	−5.649997	−8.594960

Source: Author’s estimation