The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Spillover dynamics across price inflation and selected agricultural commodity prices
Lag | Log L | LR | FPE | AIC | SC | HQ |
---|---|---|---|---|---|---|
0 | 399.9509 | NA | 1.13e−14 | − 6.570603 | − 6.360417 | − 6.485253 |
1 | 1664.351 | 2316.295 | 2.62e−23* | − 26.45967 | − 24.35781* | − 25.60617* |
2 | 1725.735 | 103.1676 | 3.72e−23 | − 26.13000 | − 22.13647 | − 24.50836 |
3 | 1780.613 | 83.93005 | 6.10e−23 | − 25.69097 | − 19.80577 | − 23.30117 |
4 | 1844.075 | 87.46122 | 9.15e−23 | − 25.39622 | − 17.61935 | − 22.23828 |
5 | 1911.276 | 82.44795 | 1.40e−22 | − 25.16430 | − 15.49576 | − 21.23821 |
6 | 2005.404 | 101.2466 | 1.51e−22 | − 25.38494 | − 13.82472 | − 20.69070 |
7 | 2122.521 | 108.2593 | 1.30e−22 | − 25.99194 | − 12.54005 | − 20.52956 |
8 | 2259.367 | 105.7974* | 1.00e−22 | − 26.93054* | − 11.58698 | − 20.70001 |