lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
0 | −851.452 |
|
|
| 849.318 | 15.2581 | 15.2876 | 15.3309 |
1 | −473.978 | 754.95 | 9 | 0.000 | 1.17898 | 8.67819 | 8.79636 | 8.96945* |
2 | −458.442 | 31.073 | 9 | 0.000 | 1.04951 | 8.56147 | 8.76828* | 9.07119 |
3 | −445.979 | 24.927* | 9 | 0.003 | 0.987494* | 8.49962* | 8.79506 | 9.22779 |
4 | −439.477 | 13.004 | 9 | 0.162 | 1.03433 | 8.54423 | 8.9283 | 9.49085 |