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Table 2 Lag length criteria for Co-integration

From: The relationship between energy consumption, economic growth and carbon dioxide emissions in Pakistan

Lag

LogL

LR

FPE

AIC

SC

HQ

0

− 381.6793

NA

9.6319

16.4544

16.6513

16.5285

1

− 140.3190

421.0967

0.0009

7.2476

8.4286

7.6920

2

−76.9002

97.1521*

0.0002*

5.6128*

7.7778*

6.4275*

3

−59.8911

22.4376

0.0003

5.9528

9.1019

7.1379

4

− 30.7264

32.2673

0.0003

5.7756

9.9089

7.3309

  1. 1, 5 and 10% levels is indicated respectively by *, ** and ***