Table 2 Lag selection criteria and results.
From: Do institutions matter in the fiscal reaction function? The case of Egypt
Lag | Log L | LR | Df | P | FPE | AIC | HQIC | SBIC |
|---|---|---|---|---|---|---|---|---|
0 | −773.03 | NA | NA | NA | 1.0e + 06 | 50.7119 | 50.9079 | 51.3132 |
1 | −299.96 | 946.14 | 169 | 0.000 | 0.007558 | 31.0944 | 33.8387 | 39.5132 |
2 | 4866.71 | 10,333a | 169 | 0.000 | 5.e-138a | −291.34a | −286.04a | −275.1a |
3 | NA | NA | 169 | NA | NA | NA | NA | NA |
4 | NA | NA | 169 | NA | NA | NA | NA | NA |
