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

Table 2 Lag order selection criteria

From: Boundaries on Turkish export-oriented industrialization

Lag

Log L

LR

FPE

AIC

SC

HQ

0

208.3

NA

1.25e−12

− 10.37

− 10.37

− 10.28

1

399.8

314.13

4.43e−16

− 18.34

− 16.55

− 17.70

2

432.4

43.47

6.03e−16

− 18.17

− 14.84

− 16.98

3

472.8

41.44

7.06e−16

− 18.40

− 13.53

− 16.65

4

602.03

92.76a

1.44e−17

− 23.18

− 16.78

− 20.88

5

686.7

34.73

9.19e−18a

− 25.67a

− 17.74a

− 22.83a

  1. aThe optimal number of lag indicated by the Aikaike’s Information Criterion (AIC), Schwarz Information Criterion (SIC), Hannan–Quinn Criterion (HQC), Final Prediction Error (FPE) and Bayesian Information Criterion (BIC). Likelihood ratio (LR) and log-likelihood (Log L) criterion