Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 380.627 | NA | 1.30E−10 | −11.41294 | −11.28023 | −11.3605 |
1 | 1231.722 | 1573.237 | 1.33E−21 | −36.71886 | −36.05533 | −36.45667 |
2 | 1466.761 | 405.9754 | 1.75E−24 | −43.35639 | −42.16203 | −42.88444 |
3 | 1560.51 | 150.5667 | 1.68E−25 | −45.71242 | −43.98724 | −45.03072 |
4 | 1599.072 | 57.25873* | 8.73e−26* | −46.39612* | −44.14011* | −45.50466* |