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