lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | 172.322 | - | - | - | 5.8e−13 | −16.8322 | −16.7933 | −16.633* |
1 | 184.622 | 24.6 | 16 | 0.077 | 8.7e−13 | −16.4622 | −16.2678 | −15.4664 |
2 | 200.34 | 31.437 | 16 | 0.012 | 1.1e−12 | −16.434 | −16.0841 | −14.6417 |
3 | 237.365 | 74.049 | 16 | 0.000 | 2.9e−13* | −18.5365* | −18.0311* | −15.9476 |