Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −7355.130 | NA | 127271.9 | 23.10559 | 23.13357 | 23.11645 |
1 | −6188.065 | 2315.809 | 3429.131 | 19.49157 | 19.63150 | 19.54589 |
2 | −6106.571 | 160.6856 | 2791.781 | 19.28594 | 19.53781* | 19.38372 |
3 | −6076.102 | 59.69429 | 2667.832 | 19.24051 | 19.60433 | 19.38175* |
4 | −6050.575 | 49.69058 | 2589.290 | 19.21060 | 19.68636 | 19.39530 |
5 | −6027.595 | 44.44564 | 2533.273 | 19.18868 | 19.77639 | 19.41685 |
6 | −6014.613 | 24.94508 | 2557.559 | 19.19816 | 19.89781 | 19.46978 |
7 | −6005.959 | 16.51891 | 2617.475 | 19.22122 | 20.03282 | 19.53631 |
8 | −5973.022 | 62.46244 | 2482.213 | 19.16804 | 20.09158 | 19.52659 |
9 | −5927.079 | 86.54718* | 2259.838* | 19.07403* | 20.10951 | 19.47604 |
10 | −5916.880 | 19.08682 | 2301.803 | 19.09224 | 20.23967 | 19.53771 |