| lag |
LL |
LR |
df |
p |
FPE |
AIC |
HQIC |
SBIC |
| 0 |
-3120.77 |
|
|
|
8.9e+12 |
38.3284 |
38.3515 |
38.3854 |
| 1 |
-3089.3 |
62.924 |
9 |
0.000 |
6.7e+12 |
38.0528 |
38.1453* |
38.2806* |
| 2 |
-3075.67 |
27.269* |
9 |
0.001 |
6.4e+12* |
37.9959* |
38.1578 |
38.3945 |
| 3 |
-3071.33 |
8.6763 |
9 |
0.468 |
6.7e+12 |
38.0531 |
38.2843 |
38.6225 |
| 4 |
-3064.36 |
13.932 |
9 |
0.125 |
6.9e+12 |
38.0781 |
38.3786 |
38.8183 |