Table 4 Optimal lag order of the PVAR model.
Lags | AIC | BIC | HQIC |
|---|---|---|---|
1 | 8.222 | 11.921 | 9.429 |
2 | 6.421 | 10.580* | 7.788* |
3 | 6.325 | 11.033 | 7.883 |
4 | 6.262* | 11.660 | 8.062 |
5 | 6.762 | 12.950 | 8.841 |
Lags | AIC | BIC | HQIC |
|---|---|---|---|
1 | 8.222 | 11.921 | 9.429 |
2 | 6.421 | 10.580* | 7.788* |
3 | 6.325 | 11.033 | 7.883 |
4 | 6.262* | 11.660 | 8.062 |
5 | 6.762 | 12.950 | 8.841 |