lag

LL

LR

df

p-value

AIC

HQIC

SBIC

0

−3545.3

122.457

122.54

122.67

1

−3281.3

527.85

36

0

114.597

115.179

116.089*

2

−3230.1

102.39

36

0

114.073*

115.153*

116.844

3

−3203.5

53.211

36

0.032

114.397

115.975

118.447

4

−3174

58.997*

36

0.009

114.621

116.697

119.95