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Table 13 Lag selection criteria (structural reforms VAR)

From: Unemployment dynamics and the Beveridge curve in Greece

lag LL LR df p FPE AIC HQIC SBIC
0 385.612     6.5e-11 −14.9445 −14.7697 −14.4856
1 479.323 187.42 9 0.000 2.2e-12* −18.3329* −18.0271* −17.5299*
2 485.01 11.375 9 0.251 2.5e-12 −18.2004 −17.7635 −17.0532
3 488.842 76.631 9 0.568 3.2e-12 −17.9937 −17.4257 −16.5023
4 499.786 21.889* 9 0.009 3.1e-12 −18.0714 −17.3725 −16.2359
  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)"