Lag | Loql | LR | FPE | AIC | SC | HQ |
0 | 1.812488 | NA | 0.003466 | 0.010945 | 0.102553 | 0.041311 |
1 | 23.79035 | 39.81223 | 0.001129 | −1.111891 | −0.837065 | −1.020794 |
2 | 30.68215 | 11.63008 | 0.000946 | −1.292634 | −0.834592 | −1.140806 |
3 | 33.45883 | 4.338559 | 0.001031 | −1.216177 | −0.574917 | −1.003617 |
4 | 43.07767 | 13.82709 | 0.000738 | −1.567355 | −0.742878 | −1.294064 |