Table 3: AIC and SC value.
| Lag order
|
0
|
1
|
2
|
3
|
4
|
5
|
6
|
7
|
8
|
| lnRGI-lnWTIOIL |
| AIC
|
-6.143 |
-6.608 |
-6.702* |
-6.624 |
-6.557 |
-6.520 |
-6.565 |
-6.623 |
-6.531 |
| SC
|
-6.067 |
-6.225 |
-6.473* |
-6.088 |
-5.869 |
-5.678 |
-5.571 |
-5.476 |
-5.231 |
| lnRGI-lnDQOIL |
| AIC
|
-6.082 |
-6.684* |
-6.520 |
-6.483 |
-6.468 |
-6.517 |
-6.625 |
-6.582 |
-6.560 |
| SC
|
-6.006 |
-6.352* |
-6.138 |
-5.948 |
-5.779 |
-5.675 |
-5.631 |
-5.537 |
-5.260 |
| lnRGI-lnBJCOAL |
| AIC
|
-7.378 |
-7.777 |
-7.809* |
-7.740 |
-7.707 |
-7.783 |
-7.726 |
-7.638 |
-7.554 |
| SC
|
-7.302 |
-7.427 |
-7.548* |
-7.204 |
-7.018 |
-6.942 |
-6.731 |
-6.491 |
-6.254 |
| lnRGI-lnQHDCOAL |
| AIC
|
-7.894 |
-8.379 |
-8.396* |
-8.328 |
-8.282 |
-8.247 |
-8.248 |
-8.136 |
-8.005 |
| SC
|
-7.817 |
-8.013 |
-8.150* |
-7.792 |
-7.593 |
-7.406 |
-7,254 |
-6.989 |
-6.705 |