lag

CD

J

J pvalue

MBIC

MAIC

MQIC

1

0.6484422

11.20783

0.5111968

−46.24207^*

−12.79217

−26.37633^*

2

0.7242987

2.93586

0.9383179

−35.36407

−13.06414^*

−22.12025

3

−1.697157

0.2499714

0.9928106

−18.9

−7.750029

−12.27808