Lag length

LR

FPE

AIC

SC

HQ

0

NA

4.24e−11

−9.69

−9.52

−9.62

1

128.17

9.66e−12

−11.17

−10.14*

−10.77

2

61.16

6.62e−12*

−11.56*

−9.68

−10.82*

3

20.53

9.89e−12

−11.20

−8.46

−10.13

4

44.02*

8.20e−12

−11.47

−7.87

−10.06