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 |