Lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

−658.135

85.6099

12.9634

12.9947*

13.0406*

1

−644.538

27.194*

9

0.001

78.2397*

12.8733*

12.9983

13.1821

2

−641.087

6.9021

9

0.647

87.2789

12.9821

13.2009

13.5225

3

−635.277

11.619

9

0.236

93.0292

13.0446

13.3573

13.8167

4

−631.979

6.5957

9

0.679

104.272

13.1565

13.5629

14.1601