Table 6.
Lag length selection.
| Lag | LR | FPE | AIC | SC | HQ | 
|---|---|---|---|---|---|
| 0 | NA | 2.318392 | 9.353592 | 9.483964 | 9.326794 | 
| 1 | 83.61936 | 0.002757 | 2.558278 | 3.079770 | 2.451088 | 
| 2 | 17.62500* | 0.000575* | 0.691893* | 1.584503* | 0.484310* | 
Note: * indicates lag order selected by the criterion.
Lag length selection.
| Lag | LR | FPE | AIC | SC | HQ | 
|---|---|---|---|---|---|
| 0 | NA | 2.318392 | 9.353592 | 9.483964 | 9.326794 | 
| 1 | 83.61936 | 0.002757 | 2.558278 | 3.079770 | 2.451088 | 
| 2 | 17.62500* | 0.000575* | 0.691893* | 1.584503* | 0.484310* | 
Note: * indicates lag order selected by the criterion.