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Table 10 Lag selection criteria (unemployment persistence SVAR)

From: Unemployment dynamics and the Beveridge curve in Greece

lag LL LR df p FPE AIC HQIC SBIC
0 410.136     2.2e-11 −16.0454 −159.144 −15.7013
1 575.15 330.03* 9 0.000 4.2e-14* −22.286* −22.0239* −21.5977*
2 579.368 84.373 9 0.491 5.2e-14 −22.0947 −21.7016 −21.0622
3 581.008 32.793 9 0.952 7.0e-14 −21.8003 −21.2761 −20.4237
4 583.498 49.801 9 0.836 9.4e-14 −21.5399 −20.8846 −19.8191
  1. "Note: The chosen specification is the one with 1 lags, see LR, FPE, AIC, HQIC, SBIC test (a "*" points to the lag selected by each test)"