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. 2020 Feb 21;6(2):e03400. doi: 10.1016/j.heliyon.2020.e03400
Endogenous variables: LEC LURB LY D1 D2 D3 D4 D5
Lag LogL LR FPE AIC SC HQ
0 18.48744 NA 9.07e-05 -0.794228 -0.666262 -0.748315
1 243.2534 403.4261* 1.42e-09 -11.85915 -11.34729* -11.67550*
2 252.8079 15.67910 1.40e-09* -11.88758* -10.99182 -11.56619
3 260.7449 11.80383 1.51e-09 -11.83307 -10.55341 -11.37394
4 268.9541 10.94553 1.64e-09 -11.79252 -10.12896 -11.19565
5 277.4534 10.02483 1.82e-09 -11.76684 -9.719381 -11.03223

* indicates lag order selected by the criterion.

FPE: Final prediction error.

LR: sequential modified LR test statistic (each test at 5% level).

AIC: Akaike information criterion.

SC: Schwarz information criterion.

HQ: Hannan-Quinn information criterion.