Variable

LNP2

LNV2

LNI2

TREND

c

Trend and constant selection

Lag order interval selection

IP

0.648

(0.100)

−1.624

(0.133)

1.672

(0.159)

0.398

constant

1to 6

LNIS

1.466

(0.201)

−0.626

(0.216)

1.016

(0.253)

5.218

constant

1to 5

LNFR

0.017

(0.019)

0.032

(0.012)

−0.065

(0.014)

0.001

(0.001)

10.634

Linear trend and Constant

1 to 5

LNER

0.391

(0.032)

−0.059

(0.063)

0.228

(0.024)

1 to 5

LNRI

1.459

(0.124)

−0.186

(0.228)

0.104

(0.226)

1 to 5

LNFB

0.474

(0.097)

0.762

(0.102)

−1.220

(0.265)

12.545

constant

1 to 6

LNFA

0.075

(0.025)

0.110

(0.013)

−0.239

(0.015)

0.022

11.543

Quadratic trend and constant

1 to 6

LNFV

0.296

(0.129)

−0.446

(0.104)

0.354

(0.126)

12.318

constant

2 to 5