Lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | −435.178 |
|
|
| 219.65 | 11.0678 | 11.0918 | 11.1278* |
1 | −426.941 | 16.474 | 4 | 0.0002 | 197.323 | 10.9605 | 11.0326* | 11.1405 |
2 | −421.569 | 10.743* | 4 | 0.030 | 190.641* | 10.9258* | 11.046 | 11.2257 |
3 | −420.164 | 2.8103 | 4 | 0.590 | 203.706 | 10.9915 | 11.1597 | 11.4114 |
4 | −419.22 | 1.8887 | 4 | 0.756 | 220.322 | 11.0689 | 11.2851 | 11.6087 |