Lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

−21.64

0.00024

3.0168

3.0363

3.212

1

11.13

65.55

16

0.00

0.00004

1.0431

1.1406

2.023

2

35.15

48.04

16

0.00

0.00002

0.0998

0.2753

1.864

3

85.90

101.49

16

0.00

1.5e−06*

−3.9880

−3.7347

−1.439

4

2105.5

4039.2*

16

0.00

−239.706*

−239.375*

−236.373*