滞后阶数 | LogL | LR | FPE | AIC | SC | HQ |
0 | −13.1163 | NA | 0.0004 | 0.8482 | 0.9775 | 0.8942 |
1 | 184.0238 | 352.7771 | 2.35 × 10−8 | −9.0539 | −8.5368 | −8.8699 |
2 | 203.2088 | 31.3019 | 1.39 × 10−8 | −9.5899 | −8.6850* | −9.2679 |
3 | 215.4371 | 18.0207* | 1.20 × 10−8* | −9.7598 | −8.4670 | −9.2999* |
4 | 224.8347 | 12.3652 | 1.24 × 10−8 | −9.7808 | −8.1000 | −9.1828 |
5 | 234.6773 | 11.3967 | 1.28 × 10−8 | −9.8251* | −7.7566 | −9.0892 |