Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −1474.435 | NA | 5.70E+10 | 30.44197 | 30.49505 | 30.46343 |
1 | −1359.753 | 222.2718 | 5.82E+09 | 28.15985 | 28.31911* | 28.22424 |
2 | −1352.735 | 13.31115 | 5.47E+09 | 28.09764 | 28.36307 | 28.20496* |
3 | −1351.021 | 3.181768 | 5.73E+09 | 28.14476 | 28.51636 | 28.29502 |
4 | −1342.533 | 15.40039* | 5.23E+09* | 28.05223* | 28.53001 | 28.24542 |