滞后阶数 | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | 20.255 | - | - | - | 0.000 | −1.917 | −1.897 | −1.769 |
1 | 96.128 | 151.750 | 9 | 0.000 | 0.000 | −9.348 | −9.266 | −8.754 |
2 | 117.199 | 42.141 | 9 | 0.000 | 0.000 | −10.689 | −10.546 | −9.65* |
3 | 129.166 | 23.934 | 9 | 0.004 | 5.0e−09* | −11.018 | −10.814 | −9.534 |
4 | 139.128 | 19.925* | 9 | 0.018 | 0.000 | −11.125* | −10.859* | −9.196 |