lag | LL | LR | Df | p | FPE | AIC | HQIC | SBIC |
0 | −1623.91 |
|
|
| 25.031 | 20.2474 | 20.294 | 20.3622 |
1 | −350.373 | 2547.1 | 36 | 0.000 | 5.3e−06* | 4.8742* | 5.2006* | 5.67805* |
2 | −318.803 | 63.14 | 36 | 0.003 | 5.6e−06 | 4.92923 | 5.53539 | 6.42209 |
3 | −285.127 | 67.353 | 36 | 0.001 | 5.8e−06 | 4.9581 | 5.84402 | 7.13996 |
4 | −246.934 | 76.385* | 36 | 0.000 | 5.7e−06 | 4.93086 | 6.09655 | 7.80173 |