Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −5377.09 | NA | 0.211768 | 4.123488 | 4.127986 | 4.125117 |
1 | −5326.438 | 101.1882 | 0.204328 | 4.087726 | 4.101217* | 4.092613* |
2 | −5321.851 | 9.15616 | 0.204236 | 4.087276 | 4.109762 | 4.095422 |
3 | −5319.437 | 4.815281 | 0.204485 | 4.088491 | 4.119972 | 4.099896 |
4 | −5310.749 | 17.31694 | 0.203751 | 4.084897 | 4.125373 | 4.09956 |
5 | −5303.878 | 13.6835 | 0.203303 | 4.082697 | 4.132167 | 4.100618 |
6 | −5300.425 | 6.871748 | 0.203388 | 4.083116 | 4.141581 | 4.104296 |
7 | −5298.457 | 3.912214 | 0.203706 | 4.084674 | 4.152134 | 4.109112 |
8 | −5286.366 | 24.02438* | 0.202446* | 4.078472* | 4.154926 | 4.106168 |
9 | −5283.283 | 6.121313 | 0.202588 | 4.079175 | 4.164623 | 4.110129 |
10 | −5281.83 | 2.883981 | 0.202984 | 4.081127 | 4.17557 | 4.11534 |