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