Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −16.18848 | NA | 0.013189 | 1.347295 | 1.443283 | 1.375837 |
1 | 101.9042 | 209.9426 | 2.82e−06 | −7.104016 | −6.816053* | −7.018390 |
2 | 104.8938 | 4.871869 | 3.06e−06 | −7.029169 | −6.549229 | −6.886458 |
3 | 112.4334 | 11.16987* | 2.39e−06 | −7.291366 | −6.619451 | −7.091570 |
4 | 117.4297 | 6.661745 | 2.29e−06 | −7.365167 | −6.501275 | −7.108286 |
5 | 120.1928 | 3.274754 | 2.63e−06 | −7.273542 | −6.217675 | −6.959578 |
6 | 129.0903 | 9.227020 | 1.97e−06* | −7.636319* | −6.388476 | −7.265270* |
7 | 132.7046 | 3.212678 | 2.26e−06 | −7.607746 | −6.167927 | −7.179612 |