Lag | LL | LR | Df | P | FPE | AIC | HQIC | SBIC |
---|---|---|---|---|---|---|---|---|
0 | 193.43 | 0.00 | -2.72 | -2.693 | -2.66 | |||
1 | 805.97 | 1225.10 | 9 | 0.00 | 2.4e-09 | -11.34 | -11.24 | -11.09 |
2 | 829.87 | 47.82 | 9 | 0.00 | 1.9e-09 | -11.55 | -11.37* | -11.11* |
3 | 833.80 | 7.85 | 9 | 0.55 | 2.1e-09 | -11.48 | -11.23 | -10.85 |
4 | 851.89 | 36.18* | 9 | 0.00 | 1.8e-09* | -11.61* | -11.28 | -10.79 |