Lag

LL

LR

df

P

FPE

AIC

HQIC

SBIC

0

−1866.76

2.6e+41

103.88

103.92

104.01

1

−1786.14

161.23

9

0.000

4.9e+39

99.90

100.08

100.43*

2

−1774.52

23.25

9

0.006

4.3e+39

99.75

100.07*

100.68

3

−1764.78

19.48*

9

0.021

4.2e+39*

99.71*

100.17

101.03

4

−1757.5

14.57

9

0.103

4.9e+39

99.81

100.40

101.52