Table 4 Lag selection criterion
From: Asymmetric effect of exchange rate changes on cross-border trade in Nigeria
Lag | LogL | LR | FPE | AIC | SC | HQ |
|---|---|---|---|---|---|---|
0 | 16.38969 | NA | 2.74e−06 | − 1.457611 | − 1.261560 | − 1.438123 |
1 | 62.02746 | 64.42979* | 8.99e−08* | − 4.944407* | − 3.964156* | − 4.846968* |