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Table 6 Lag selection criteria

From: Unemployment dynamics and the Beveridge curve in Greece

lag LL LR df p FPE AIC HQIC SBIC
0 490.725     2.6e-16 −24.55 −24.3664 −24.0382
1 573.496 165.54 16 0.000 8.5e-18 −27.9742 −27.5456* −26.7798*
2 592.331 37.671* 16 0.002 7.7e-18* 28.1196* −27.4462 −26.2427
3 600.304 15.945 16 0.457 1.3e-17 −27.7079 −26.7896 −25.1486
  1. "Note: The chosen specification is the one with 2 lags (based on LR, FPE, AIC - test value indicated in italics). A "*" points to the lag selected by each test"