Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 2984.698 | NA | 3.44e−05 | −4.602929 | −4.594955 | −4.599937 |
1 | 7702.329 | 9413.420 | 2.38e−08 | −11.87705 | −11.85313 | −11.86807 |
2 | 7737.080 | 69.23357 | 2.27e−08 | −11.92451 | −11.88464* | −11.90954* |
3 | 7742.138 | 10.06119 | 2.27e−08 | −11.92614 | −11.87032 | −11.90519 |
4 | 7752.647 | 20.87215 | 2.25e−08 | −11.93618 | −11.86442 | −11.90925 |
5 | 7759.010 | 12.61924* | 2.24e−08 | −11.93983 | −11.85212 | −11.90692 |
6 | 7763.508 | 8.905955 | 2.24e−08* | −11.94060* | −11.83694 | −11.90170 |
7 | 7764.363 | 1.690059 | 2.25e−08 | −11.93575 | −11.81614 | −11.89086 |
8 | 7767.439 | 6.071370 | 2.25e−08 | −11.93432 | −11.79876 | −11.88345 |