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Future Business Journal

Table 3 Optimal lag length

From: The nexus between Egyptian renewable energy resources and economic growth for achieving sustainable development goals

Lag

LogL

LR

FPE

AIC

SC

HQ

0

− 181.0329

NA

15.22609

16.91208

17.16005

16.97050

1

− 116.0008

94.59222

0.429221

13.27280

14.76058

13.62327

2

− 89.45032

26.55043

0.568658

13.13185

15.85945

13.77439

3

4.285145

51.12844*

0.004749*

6.883169*

10.85060*

7.817775*

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