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