Research Article
[Retracted] Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
Table 6
Selection results of the lag period of the VAR model for 50ETF C. Dec. 3.00 contract.
| | Lag | LogL | Lr | FPE | AIC | SC | HQ |
| | 0 | −1720.650 | NA | 11626921 | 21.94459 | 21.98352 | 21.96040 | | 1 | −1368.613 | 690.6201 | 138033.5 | 17.51100 | 17.62780 | 17.55843 | | 2 | −1364.941 | 7.110500 | 138615.8 | 17.51517 | 17.70984 | 17.59423 | | 3 | −1363.223 | 3.283562 | 142714.6 | 17.54424 | 17.81677 | 17.65492 | | 4 | −1362.930 | 0.551723 | 149636.3 | 17.59147 | 17.94186 | 17.73377 | | 5 | −1361.170 | 3.273567 | 153999.5 | 17.62000 | 18.04826 | 17.79393 | | 6 | −1351.741 | 17.29676 | 143751.9 | 17.55084 | 18.05697 | 17.75640 | | 7 | −1349.938 | 3.260713 | 147893.2 | 17.57883 | 18.16283 | 17.81601 | | 8 | −1347.482 | 4.381125 | 150910.6 | 17.59849 | 18.26035 | 17.86730 |
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∗indicates the lag order selected by the criterion.
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