Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −246.4258 | NA | 5900.120 | 20.03407 | 20.22909 | 20.08816 |
1 | −147.7841 | 157.8268 | 8.109845 | 13.42273 | 14.39783 | 13.69318 |
2 | −120.7436 | 34.61176 | 3.754933 | 12.53949 | 14.29467 | 13.02630 |
3 | −102.2854 | 17.71990 | 4.229328 | 12.34283 | 14.87810 | 13.04601 |
4 | −60.68160 | 26.62644* | 1.145604* | 10.29453* | 13.60987* | 11.21406* |