Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 1581.248 | NA | 8.36e−06 | −6.016183 | −5.999942 | −6.009824 |
1 | 3494.174 | 3803.989 | 5.81e−09 | −13.28828 | −13.23956 | −13.26920 |
2 | 3593.979 | 197.7104 | 4.03e−09 | −13.65325 | −13.57205 | −13.62146 |
3 | 3652.298 | 115.0830 | 3.28e−09 | −13.86018 | −13.74649* | −13.81567 |
4 | 3660.509 | 16.14016 | 3.23e−09 | −13.87623 | −13.73005 | −13.81899* |
5 | 3667.122 | 12.94947 | 3.19e−09* | −13.88618* | −13.70752 | −13.81622 |
6 | 3667.990 | 1.692236 | 3.23e−09 | −13.87425 | −13.66311 | −13.79157 |
7 | 3669.448 | 2.832801 | 3.26e−09 | −13.86456 | −13.62094 | −13.76917 |
8 | 3674.810 | 10.37622* | 3.25e−09 | −13.86975 | −13.59365 | −13.76164 |