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Table 3

Lag order selection

LagLogLLRFPEAICSCHQ
−73.1482 NA 5.47 × 10−8 3.1431 3.4082 3.2444 
354.8432 721.711 1.95 × 10−14 −11.7193 −9.5981* −10.9088* 
396.6008 58.95020 2.89 × 10−14 −11.4353 −7.4580 −9.9155 
471.5579 85.2453* 1.41 × 10−14−12.4533* −6.6199 −10.2242 
LagLogLLRFPEAICSCHQ
−73.1482 NA 5.47 × 10−8 3.1431 3.4082 3.2444 
354.8432 721.711 1.95 × 10−14 −11.7193 −9.5981* −10.9088* 
396.6008 58.95020 2.89 × 10−14 −11.4353 −7.4580 −9.9155 
471.5579 85.2453* 1.41 × 10−14−12.4533* −6.6199 −10.2242 

Note: The asterisks represent the statistical significance at 5% levels, respectively.

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