Lag | Lo | | lo LR FPO | AIC | SC | HQ |
---|
0 | − 174.4750 | NA | 110.2998 | 18.89210 | 19.14064 | 18.93416 |
1 | − 128.6505 | 62.70721* | 13.76872* | 16.70005* | 18.19127* | 16.95242* |
- LR sequential modified LR test statistic (each test at 5% level)
- FPE Final prediction error
- AIC Akaike information criterion
- SC Schwarz information criterion
- *indicates the lag order selected by the criterion