Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −1402.431 | NA | 4.49E+10 | 30.20282 | 30.25728 | 30.22481 |
1 | −1291.602 | 214.5068* | 4.51E+09* | 27.90543* | 28.06882* | 27.97140* |
2 | −1288.483 | 5.902881 | 4.60E+09 | 27.92437 | 28.19670 | 28.03433 |
3 | −1286.844 | 3.031508 | 4.84E+09 | 27.97514 | 28.35640 | 28.12908 |
4 | −1285.641 | 2.174399 | 5.14E+09 | 28.03528 | 28.52546 | 28.23320 |