Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −8126.88 | NA | 2.64e+21 | 60.68 | 60.73 | 60.70 |
1 | −6968.46 | 2273.61 | 5.24e+17 | 52.15 | 52.42 | 52.26 |
2 | −6932.03 | 70.42 | 4.50e+17 | 52.00 | 52.48 | 52.19 |
3 | −6889.83 | 80.30 | 3.70e+17* | 51.80* | 52.50 | 52.08* |
4 | −6879.43 | 19.50 | 3.86e+17 | 51.85 | 52.76 | 52.21 |
5 | −6861.33 | 33.36* | 3.81e+17 | 51.83 | 52.96 | 52.28 |
6 | −6841.839 | 26.06 | 3.86e+17 | 51.84 | 53.18 | 52.38 |
7 | −6841.84 | 9.12 | 4.19e+17 | 51.92 | 53.48 | 52.55 |
8 | −6827.42 | 25.29 | 4.24e+17 | 51.94 | 53.70 | 52.65 |