Lag | LR | FPE | AIC | SC | HQ |
0 | NA | 0.004 | 8.744 | 8.977 | 8.818 |
1 | 143.543 | 0.000 | 4.429 | 5.830 | 4.878 |
2 | 51.228 | 0.000 | 3.400 | 5.969 | 4.221 |
3 | 24.050 | 0.000 | 3.348 | 7.085 | 4.544 |
4 | 43.636* | 0.000* | 0.167* | 5.071* | 1.736* |