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Table 5 PVAR’s optimal lags length

From: The role of renewable energy in the energy–growth–emission nexus in the ASEAN region

lag

CD

J-statistics

p-value

MBIC

MAIC

MQIC

1

0.86

103.83

0.38

− 379.00

− 96.17

− 211.07

2

0.95

84.89

0.20

− 277.24

− 65.11

− 151.29

3

0.96

57.15

0.23

− 184.26

− 42.85

− 100.30

4

0.95

30.65

0.20

− 90.05

− 19.35

48.07

  1. J statistic and corresponding p-value is based on [48], and other moment model selection criteria (MMSC) are developed by [49]. Bayesian information criterion (MBIC), MMSC-Akaike information criterion (MAIC), and MMSC-Hannan and Quinn information criterion (MQIC)
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Energy, Sustainability and Society

ISSN: 2192-0567

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