Research Article
Relationship between Chinese and International Crude Oil Prices: A VEC-TARCH Approach
Table 2
VAR lag order selection criteria. “” indicates the model order selected by the corresponding criterion. LR, FPE, AIC, SC, and HQ are the sequential modified LR test statistic (each test at 5% level), final prediction error, Akaike information criterion, Schwarz information criterion, and Hannan-Quinn information criterion, respectively.
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