Table 3: Optimal lag length selection.

LagAICHQSCFPE

13.222141e+013.255130e+013.306651e+019.881112e+13
23.172640e+013.227623e+013.313490e+016.086123e+13
33.162184e+013.239159e+013.359374e+015.613160e+13
43.092405e+013.191372e+013.345935e+012.917406e+13
53.052771e+013.173732e+013.362641e+012.106825e+13
63.008062e+013.151015e+013.374272e+011.501048e+13
72.988180e+013.153126e+013.410730e+011.441608e+13
82.973971e+013.160911e+013.452861e+011.569618e+13
92.981110e+013.190042e+013.516340e+012.329626e+13
102.893095e+013.124020e+013.484665e+011.537346e+13
112.725518e+012.978436e+013.373428e+015.713970e+12
122.544600e+012.819510e+013.248850e+012.750571e+12