滞后阶数 | LogL | LR | FPE | AIC | SC | HQ |
0 | 275.1844 | NA | 1.54e−13 | −18.15065 | −17.58487 | −17.97345 |
1 | 387.1917 | 169.9422 | 2.13e−16 | −24.77184 | −23.45170* | −24.35839 |
2 | 413.9817 | 33.25648* | 1.14e−16 | −25.51598 | −23.44146 | −24.86626 |
3 | 434.7065 | 20.01017 | 1.09e−16* | −25.84183* | −23.01294 | −24.95586* |