Skip to main content

Advertisement

Table 9 Lag length selection criteria for the energy

From: Food prices, energy and climate shocks in Uganda

Lag LL LR df P FPE AIC HQIC SBIC
0 132.756     0.000 -1.853 -1.828 -1.791
1 706.074 1146.6 9 0.000 9.9e-09 -9.915 -9.813 -9.663
2 728.71 45.27* 9 0.000 8.2e-09* -10.110* 9.931* -9.669*
3 735.606 13.793 9 0.130 8.4e-09 -10.080 -9.824 -9.449
4 739.987 8.7609 9 0.460 9.0e-09 -10.014 -9.681 -9.195
  1. * = Optimal lag length for given selection criterion