Table 4

Lag order selection criteria for VAR

Lag lengthAIC
037.40494
124.59397
224.41923
324.48220
424.53173
524.51877
624.50900
724.50189
824.39231*
924.42613
1024.43376
1124.43126
1224.42866
Note(s)
*

Showslag order indicated by the criterion

Source(s): Calculated by authors

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