Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −485.7232 | NA | 0.001779 | 2.181800 | 2.209287 | 2.192636 |
1 | −440.2597 | 90.11516 | 0.001512 | 2.019016 | 2.128966* | 2.062360* |
2 | −431.8278 | 16.60022 | 0.001515 | 2.021553 | 2.213965 | 2.097403 |
3 | −421.0316 | 21.11047* | 0.001503* | 2.013534* | 2.288408 | 2.121892 |
4 | −414.2756 | 13.11985 | 0.001519 | 2.023552 | 2.380889 | 2.164417 |
5 | −405.6611 | 16.61380 | 0.001521 | 2.025273 | 2.465072 | 2.198646 |
6 | −398.2366 | 14.21920 | 0.001532 | 2.032306 | 2.554568 | 2.238187 |
7 | −396.1765 | 3.917906 | 0.001580 | 2.063288 | 2.668012 | 2.301676 |
8 | −390.5645 | 10.59765 | 0.001605 | 2.078413 | 2.765599 | 2.349308 |