Lag | LL | LR | df | P | FPE | AIC | HQIC | SBIC |
0 | −310.538 | 4.91702 | 18.6199 | 18.7117 | 18.8892 |
|
|
|
1 | −104.286 | 412.5 | 36 | 0.000 | 0.000228 | 8.60509 | 9.2481 | 10.4906* |
2 | −64.0705 | 80.432 | 36 | 0.000 | 0.000219 | 8.35709 | 9.55125 | 11.8587 |
3 | −22.2379 | 83.665 | 36 | 0.000 | 0.00029 | 8.01399 | 9.75931 | 13.1318 |
4 | 51.1919 | 146.86* | 36 | 0.000 | 0.000157* | 5.81224* | 8.10871* | 12.5462 |