variable | LNCI | LNECI | LNCCI | LNMCI | LNGCI | LNSCI | TREND | c | Trend and constant selection | Lag order interval selection |
LNDRR | −0.383 (2.715) | −1.293 (0.509) | −0.811 (0.811) | 4.461 (2.214) |
|
| 0.019 (0.003) | 10.539 | Linear trend and constant | 1to2 |
NCS |
|
|
|
| −852.575 (922.506) |
| 5.160 (2.453) | 4679.578 | Linear trend and constant | 1to4 |
LNIBOR | 1.765 (2.875) |
|
| −3.454 (2.441) |
|
|
| 13.565 | Constant | 1to2 |
LNER | 0.795 (0.227) |
| −0.165 (0.192) |
|
|
|
| 2.580 | Constant | 1to2 |
LNM0 | −3.487 (0.756) |
|
| 3.264 (0.676) |
|
| 0.005 (0.001) | 11.137 | Linear trend and constant | 1to1 |
LNM1 |
|
|
|
| −0.813 (0.223) | −0.621 (0.265) | 0.006 (0.001) | 20.828 | Linear trend and constant | 1to2 |
LNM2 | −3.930 (2.560) |
|
| 3.833 (2.232) |
|
|
| 15.833 (4.204) | Constant | 1to4 |