lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

−716.088

4345.68

8.26734

8.26734

8.26734

1

−266.741

898.7

16

0.000

0.030357

−3.60519

−3.40513

−3.10317

2

−148.333

236.82*

16

0.000

0.001843*

−6.41088*

−6.01075*

−5.40684*

3

−144.675

7.316

16

0.967

0.002612

−6.07274

−5.47255

−4.56669

4

−139.075

11.2

16

0.797

0.003541

−5.78782

−4.98756

−3.77974