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