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Journal of Shipping and Trade

Table 8 Selection Criteria for the VAR Lag Order

From: The impact of the belt and road initiative on the Suez Canal cargo trade

Lag

LogL

LR

FPE

AIC

SC

HQ

0

56.47903

NA

2.22E-08

− 3.43194

− 3.1984

− 3.35723

1

178.4357

195.1306*

3.56e-11*

− 9.895712*

− 8.494515*

− 9.447457*

2

196.5193

22.90592

6.58E-11

− 9.43462

− 6.86576

− 8.61282

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