lag | LL | LR | df | p-value | AIC | HQIC | SBIC |
0 | −3545.3 | 122.457 | 122.54 | 122.67 | |||
1 | −3281.3 | 527.85 | 36 | 0 | 114.597 | 115.179 | 116.089* |
2 | −3230.1 | 102.39 | 36 | 0 | 114.073* | 115.153* | 116.844 |
3 | −3203.5 | 53.211 | 36 | 0.032 | 114.397 | 115.975 | 118.447 |
4 | −3174 | 58.997* | 36 | 0.009 | 114.621 | 116.697 | 119.95 |