lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

−772.245

20241.4

9.80589

9.80589

9.80589

1

−283.811

976.87

16

0.000

0.048458

−3.1375

−2.93743

−2.63548

2

−170.49

226.64*

16

0.000

0.003382*

−5.80383*

−5.40371*

−4.7998*

3

−167.314

6.353

16

0.984

0.004856

−5.4525

−4.85231

−3.94645

4

−160.898

12.832

16

0.685

0.006438

−5.18992

−4.38967

−3.18185