lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | 89.9298 |
|
|
| 0.000034 | −4.62788 | −4.59722 | −4.5417 |
1 | 226.123 | 272.39* | 4 | 0.000 | 3.2e−08* | −11.5854* | −11.4934* | −11.3269* |
2 | 227.279 | 2.3117 | 4 | 0.679 | 3.7e−08 | −11.4357 | −11.2824 | −11.0048 |
3 | 231.464 | 8.37 | 4 | 0.079 | 3.7e−08 | −11.4455 | −11.2308 | −10.8421 |
4 | 243.31 | 5.6915 | 4 | 0.223 | 4.0e−08 | −11.3847 | −11.1087 | −10.609 |