matlab下的AIC和SIC准则,求助:AIC准则和SC准则不一致情况下如何判断滞后期?
Included observations: 3994LagLogLLRFPEAICSCHQ025192.43NA1.14e-08-12.61414-12.61099-12.613021...
Included observations: 3994
Lag LogL LR FPE AIC SC HQ
0 25192.43 NA 1.14e-08 -12.61414 -12.61099 -12.61302
1 27528.78 4669.189 3.54e-09 -13.78206 -13.77261 -13.77871
2 27917.83 777.1182 2.92e-09 -13.97488 -13.95912 -13.96929
3 28034.98 233.8938 2.76e-09 -14.03154 -14.00948 -14.02372
4 28093.58 116.9318 2.69e-09 -14.05888 -14.03052 -14.04882
5 28122.01 56.69822 2.65e-09 -14.07111 -14.03645 -14.05882
6 28141.59 39.03110 2.63e-09 -14.07891 -14.03795* -14.06439*
7 28147.77 12.31083 2.63e-09 -14.08000 -14.03274 -14.06325
8 28156.76 17.92086* 2.62e-09* -14.08251* -14.02894 -14.06352
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