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Journal of Economic Structures

The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 5 VAR lag order selection criteria

From: Does energy-environmental Kuznets curve hold for Ethiopia? The relationship between energy intensity and economic growth

Lag

LogL

LR

FPE

AIC

SC

HQ

0

25.04160

NA

1.63e−08

− 0.906743

− 0.658504

− 0.815754

1

416.9371

653.1592

7.23e−16

− 17.85415

− 16.11648a

− 17.21722a

2

462.8636

63.42227

5.02e−16

− 18.32684

− 15.09974

− 17.14398

3

510.0952

51.72990a

3.96e−16a

− 18.86168a

− 14.14515

− 17.13288

  1. LR sequential modified LR test statistic (each test at 5% level), FPE final prediction error, AIC Akaike information criterion, SC Schwarz information criterion, HQ Hannan–Quinn information criterion
  2. aLag order selected by the criterion
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