Lags
|
AIC
|
BIC
|
---|
1
|
7.4380
|
7.8969
|
2
|
7.5663
|
8.3694
|
3
|
7.7687
|
8.9160
|
4
|
8.0171
|
9.5085
|
5
|
7.9496
|
9.7852
|
6
|
8.0571
|
10.2368
|
7
|
8.2555
|
10.7793
|
8
|
8.0228
|
10.8908
|
9
|
7.6051
|
10.8173
|
10
|
7.6916
|
11.2480
|
- This table compares the AIC and BIC criterion results for different time lags. The first column reports the lag length; the second column shows estimates for the AIC criterion and the third column for the BIC criterion