Endogenous variables: D(FEDR) D(YGAP) D(SAP) D(R) D(ZARX) Exogenous variables: C Sample: 1981Q1 2014Q4 Included observations: 127 | ||||||
Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −75.57854 | NA | 2.45e−06 | 1.268953 | 1.380929 | 1.314448 |
1 | 31.06208 | 203.2050 | 6.77e−07* | −0.016726* | 0.655130* | 0.256241* |
2 | 55.66586 | 44.94548 | 6.82e−07 | −0.010486 | 1.221249 | 0.489953 |
3 | 79.52826 | 41.71223 | 6.98e−07 | 0.007429 | 1.799043 | 0.735340 |
4 | 103.3880 | 39.82889 | 7.17e−07 | 0.025386 | 2.376879 | 0.980769 |
5 | 129.3829 | 41.34626* | 7.15e−07 | 0.009717 | 2.921090 | 1.192573 |
6 | 145.2657 | 24.01179 | 8.43e−07 | 0.153295 | 3.624547 | 1.563623 |
7 | 164.2415 | 27.19359 | 9.55e−07 | 0.248166 | 4.279297 | 1.885966 |
8 | 185.1624 | 28.33388 | 1.06e−06 | 0.312403 | 4.903413 | 2.177675 |