lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | −910.895 | 903580 | 25.0656 | 25.1156 | 25.1911 | |||
1 | −472.453 | 876.88 | 16 | 0.000 | 8.50971 | 13.4919 | 13.7419 | 14.1194 |
2 | −346.644 | 251.62* | 16 | 0.000 | 0.421867* | 10.4834* | 10.9335* | 11.6129* |
3 | −344.27 | 4.745 | 16 | 0.997 | 0.619155 | 10.8568 | 11.507 | 12.4883 |
4 | −340.099 | 8.3447 | 16 | 0.938 | 0.872939 | 11.1808 | 12.0311 |