The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 6 Lag order selection criteria
From: The impact of stock market manipulation on Nigeria’s economic performance
Lag | Logl | LR | FPE | AIC | SC | HQ |
|---|---|---|---|---|---|---|
0 | − 144.37243 | NA | 2.70e−07 | 1.900846 | 2.123898 | 1.986621 |
1 | 225.2611 | 468.0432 | 4.03e−11 | − 16.915514 | − 15.354151 | − 16.315089 |
2 | 291.0284 | 99.27136 | 1.38e−11 | − 18.038807 | − 15.130133 | − 16.923732 |
3 | 318.6510 | 35.4037 | 2.18e−1 | − 17.722681 | − 13.484694 | − 16.092956 |
4 | 365.2198 | 49.20468 | 1.95e−11 | − 18.121500 | − 12.545202 | − 15.977125 |
5 | 412.9795 | 39.64959 | 2.13e−11 | − 18.565246 | − 11.650654 | − 15.906238 |
6 | 492.5861 | 48.06437 | 1.08e−11 | − 110.21080 | − 11.957875 | − 17.037121 |