Lag | LL | LR | df | P | FPE | AIC | HQIC | SBIC |
0 | −2387.16 |
|
|
| 9.4e+53 | 132.79 | 132.83 | 132.92 |
1 | −2267.82 | 238.68 | 9 | 0.000 | 2.0e+51 | 126.66 | 126.84 | 127.18 |
2 | −2250.73 | 34.18 | 9 | 0.000 | 1.3e+51* | 126.21* | 126.53* | 127.13* |
3 | −2241.84 | 17.78* | 9 | 0.038 | 1.4e+51 | 126.21 | 126.67 | 127.53 |
4 | −2235.08 | 13.51 | 9 | 0.141 | 1.6e+51 | 126.34 | 126.94 | 128.05 |