Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −1086.652 | NA | 0.348879 | 4.622724 | 4.640367 | 4.629665 |
1 | 1274.617 | 4692.458 | 1.57e−05 | −5.386910 | −5.333982 | −5.366089 |
2 | 1524.365 | 494.1919 | 5.53e−06 | −6.430423 | −6.342209* | −6.395720 |
3 | 1532.431 | 15.89352 | 5.43e−06 | −6.447691 | −6.324192 | −6.399107* |
4 | 1539.168 | 13.21698 | 5.37e−06 | −6.459314 | −6.300529 | −6.396849 |
5 | 1543.342 | 8.151589 | 5.36e−06* | −6.460050* | −6.265980 | −6.383704 |
6 | 1545.447 | 4.094081 | 5.41e−06 | −6.452003 | −6.222648 | −6.361777 |
7 | 1547.193 | 3.380472 | 5.46e−06 | −6.442432 | −6.177791 | −6.338324 |
8 | 1552.696 | 10.60956* | 5.42e−06 | −6.448816 | −6.148889 | −6.330827 |