Research Article
Influence of Exchange Rate on Foreign Direct Investment Inflows: An Empirical Analysis Based on Co-Integration and Granger Causality Test
Table 3
VAR lag order selection criteria.
| Lag | LogL | LR | FPE | AIC | SC | HQ |
| 0 | −43.90431 | NA | 0.000286 | 3.193621 | 3.380447 | 3.253388 | 1 | 86.73425 | 217.7309 | 1.39e − 07 | −4.448950 | −3.514818 | −4.150113 | 2 | 125.9489 | 54.90050 | 3.15e − 08 | −5.996593 | −4.315156 | −5.458687 | 3 | 136.4957 | 11.95303 | 5.37e − 08 | −5.633045 | −3.204303 | −4.856070 | 4 | 150.8500 | 12.44039 | 8.61e − 08 | −5.523332 | −2.347285 | −4.507287 | 5 | 195.6855 | 26.90129 | 2.62e − 08 | −8.445698 | −3.522345 | −6.190584 |
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