Optimal Lag Lengeth

(4, 2, 2, 0)

F-Statistics (Wald Test)

4.6528

Critical Values (T = 89)

Lower bounds I (0)

Upper bounds I (1)

1 Percent Level

4.29

5.61

5 Percent level

3.23

4.35*

10 percent level

2.72

3.77