Lags | 0 | 1 | 2 | 3 | 4 |
AIC | −3.617 | −14.001 | −17.1137 | −20.2663 | −20.329* |
BIC | −3.480 | −13.452 | −16.1518 | −18.892* | −18.5433 |
FPE | 5.4e−06 | 1.7e−10 | 7.6e−12 | 3.4e−13* | 3.5e−13 |
HQIC | −3.572 | −13.819 | −16.794 | −19.810* | −19.737 |