I understand that AR(8) satisfied both the Non-significant p-value for the LLR test & the Non-significant p-value for the highest lag coefficients. Thus, we stop with AR(7). However, at the end of the Fitting Higher-Lag AR Models for Prices, we perform the LLR Test again with print("LLR test: ", LLR_test(model_ar, model_ar7, DF=6)) Why do we need to do this again? What are we trying to check? What is the degree of freedom exactly? Thanks for answering my questions in advance.

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