Lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

−1108.06

0.021805

4.68803

4.69839*

4.71436*

1

−102.69

10.735

9

0.294

0.022142

4.70335

4.74479

4.8087

2

−1089.86

25.676*

9

0.002

0.21787*

4.68716*

4.75967

4.87152

3

−1082.22

15.283

9

0.083

0.021912

4.69289

4.79647

4.95626

4

−1075.42

13.591

9

0.138

0.022117

4.7022

4.83685

5.04457