The lag-order selection criteria
| Lag | LL | Log likelihood ratio (LR) | Df | P | FPE | AIC | HQIC | SBIC |
|---|---|---|---|---|---|---|---|---|
| 0 | −434.594 | 1.0e+12 | 41.8661 | 41.9201 | 42.1148 | |||
| 1 | −310.809 | 247.57 | 25 | 0.000 | 9.3e+07 | 32.458 | 32.7818 | 33.9501 |
| 2 | −259.963 | 101.69 | 25 | 0.000 | 1.3e+07 | 29.9965 | 30.5902 | 32.7321 |
| 3 | −206.959 | 106.01* | 25 | 0.000 | 5.5e+06* | 27.3294* | 28.193* | 31.3085* |
| Lag | Log likelihood ratio (LR) | Df | P | |||||
|---|---|---|---|---|---|---|---|---|
| 0 | −434.594 | 1.0e+12 | 41.8661 | 41.9201 | 42.1148 | |||
| 1 | −310.809 | 247.57 | 25 | 0.000 | 9.3e+07 | 32.458 | 32.7818 | 33.9501 |
| 2 | −259.963 | 101.69 | 25 | 0.000 | 1.3e+07 | 29.9965 | 30.5902 | 32.7321 |
| 3 | −206.959 | 106.01* | 25 | 0.000 | 5.5e+06* | 27.3294* | 28.193* | 31.3085* |
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