Table 3 Determining lag length upon VAR... | Emerald Publishing

Table 3

Determining lag length upon VAR model

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−224.3925	NA	0.058085	2.829906	2.868346	2.845515
1	173.3607	780.5907	0.000423*	−2.092009*	−1.976690*	−2.045181*
2	174.4393	2.089746	0.000439	−2.055491	−1.863292	−1.977446
3	174.9897	1.052649	0.000458	−2.012371	−1.743293	−1.903108
4	183.9066	16.83074*	0.000431	−2.073833	−1.727876	−1.933352
5	185.8825	3.680121	0.000442	−2.048531	−1.625695	−1.876832
6	186.2281	0.635065	0.000463	−2.002852	−1.503136	−1.799934
7	186.3532	0.226752	0.000486	−1.954415	−1.377820	−1.720280
8	187.6430	2.305462	0.000503	−1.920538	−1.267063	−1.655184

Lag	LogL	LR	FPE	AIC	SC	HQ
0	−224.3925	NA	0.058085	2.829906	2.868346	2.845515
1	173.3607	780.5907	0.000423*	−2.092009*	−1.976690*	−2.045181*
2	174.4393	2.089746	0.000439	−2.055491	−1.863292	−1.977446
3	174.9897	1.052649	0.000458	−2.012371	−1.743293	−1.903108
4	183.9066	16.83074*	0.000431	−2.073833	−1.727876	−1.933352
5	185.8825	3.680121	0.000442	−2.048531	−1.625695	−1.876832
6	186.2281	0.635065	0.000463	−2.002852	−1.503136	−1.799934
7	186.3532	0.226752	0.000486	−1.954415	−1.377820	−1.720280
8	187.6430	2.305462	0.000503	−1.920538	−1.267063	−1.655184

Source(s): Calculated by author's using Eviews