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Table 2 Lag (p) order selection criteria

From: Bitcoin pricing: impact of attractiveness variables

Criteria

1

2

3

4

5

AIC

−10.270930

− 10.505740

− 10.476150

− 10.474250

−10.426500

HQ

−10.205800

−10.391760

− 10.313320

−10.262580

− 10.165980

SC

−10.108830

− 10.222060

−10.070900

−9.947423

−9.778095

FPE

0.000035

0.000027

0.000028

0.000028

0.000030