Lag | Log L | LR | FPE | AIC | SC | HQ |
1 | 341.6627 | NA | 1.64e−13 | 18.09237 | −17.38858 | −17.84673 |
2 | 363.8333 | 34.48771 | 1.19e−13 | 18.43518 | −17.02761 | −17.94390 |
3 | 386.8392 | 30.67450 | 8.73e−14 | 18.82440 | −16.71304 | −18.08748 |
4 | 412.4532 | 28.4599* | 6.01e−14* | 19.35851 | −16.54337 | −18.37595* |