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.