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 |