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 |