滞后阶数 | LogL | LR | FPE | AIC | SC | HQ |
0 | 48.27461 | NA | 8.59e−08 | −4.919401 | −4.721541 | −4.892119 |
1 | 139.2070 | 131.3468* | 2.21e−11 | −13.24523 | −12.25592* | −13.10881 |
2 | 160.4601 | 21.25309 | 1.72e−11* | −13.82890* | −12.04816 | −13.58336* |