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