lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | 128.659 |
|
|
| 1.1e−08 | −12.6659 | −12.6465 | −12.5663 |
1 | 137.377 | 17.436* | 4 | 0.002 | 6.8e−09* | −13.1377* | −13.0794* | −12.839* |
2 | 137.971 | 1.1868 | 4 | 0.880 | 9.7e−09 | −12.7971 | −12.6999 | −12.2992 |
3 | 142.583 | 9.2243 | 4 | 0.056 | 9.5e−09 | −12.8583 | −12.7222 | −12.1613 |
4 | 146.054 | 6.9416 | 4 | 0.139 | 1.1e−08 | −12.8054 | −12.6304 | −11.9092 |