Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 7709.774 | NA | 1.04e−07 | −10.40185 | −10.39470* | −10.39919 |
1 | 7722.496 | 25.39252 | 1.03e−07 | −10.41363 | −10.39216 | −10.40562* |
2 | 7727.411 | 9.796038 | 1.03e−07 | −10.41486 | −10.37909 | −10.40153 |
3 | 7734.026 | 13.16831 | 1.02e−07 | −10.41839 | −10.36831 | −10.39972 |
4 | 7739.150 | 10.18531* | 1.02e−07* | −10.41991* | −10.35552 | −10.39590 |
5 | 7740.960 | 3.592947 | 1.03e−07 | −10.41695 | −10.33826 | −10.38762 |
6 | 7743.803 | 5.637296 | 1.03e−07 | −10.41539 | −10.32239 | −10.38072 |
7 | 7744.033 | 0.453794 | 1.03e−07 | −10.41030 | −10.30299 | −10.37030 |
8 | 7747.747 | 7.342809 | 1.03e−07 | −10.40991 | −10.28830 | −10.36458 |