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Table 5 VAR Lag order selection criteria

From: Effects of health on changing labor force participation in Pakistan

Lag

LogL

LR

FPE

AIC

SC

HQ

0

588.0169

NA

8.83e-30

−41.35835

-40.93014*

−41.22745

1

671.8937

107.8415

9.67e-30

−48.10878*

−37.28175

−40.25476

2

844.5229

110.9759*

1.48e-31*

−41.56383

−39.97281

-45.62153*

  1. * indicates lag order selected by the criterion.
  2. LR: sequential modified LR test statistic (each test at 5% level), FPE: Final prediction error.
  3. AIC: Akaike information criterion, SC: Schwarz information criterion, HQ: Hannan-Quinn information criterion.
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