lag | LR | FPE | AIC | HQIC | SBIC |
0 | -- | 21.559 | 8.747 | 8.757 | 8.774 |
1 | 43.038 | 18.870* | 8.613* | 8.646* | 8.695* |
2 | 3.8123 | 19.173 | 8.629 | 8.684 | 8.765 |
3 | 4.2913 | 19.445 | 8.643 | 8.720 | 8.833 |
4 | 11.257* | 19.206 | 8.631 | 8.729 | 8.875 |