Table 3 Lag length selection criteria for the external food market
Lag | LL | LR | df | P | FPE | AIC | HQIC | SBIC |
|---|---|---|---|---|---|---|---|---|
0 | 172.772 | 0.000 | -2.425 | -2.3997 | -2.362 | |||
1 | 895.329 | 1445.1 | 9 | 0.000 | 0.000 | -12.619 | -12.5165 | -12.367 |
2 | 933.586 | 76.515* | 9 | 0.000 | 0.000* | -13.037* | -12.8576* | -12.596* |
3 | 937.345 | 7.5182 | 9 | 0.583 | 0.000 | -12.9621 | -12.7059 | -12.332 |
4 | 944.746 | 14.802 | 9 | 0.097 | 0.000 | -12.9392 | -12.6062 | -12.112 |