Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 215.875 | NA | 3.96e-09 | −7.995 | −7.847 | −7.938 |
1 | 286.274 | 127.516 | 5.10e-10 | −10.048 | −9.305 | −9.762 |
2 | 322.030 | 59.368 | 2.44e-10 | −10.794 | −9.455 | −10.279 |
3 | 398.031 | 114.718 | 2.61e-11 | −13.058 | −11.125 | −12.314 |
4 | 449.305 | 69.655* | 7.28e-12* | −14.389* | −11.861* | −13.417* |
5 | 464.750 | 18.651 | 8.13e-12 | −14.368 | −11.245 | −13.167 |
6 | 473.833 | 9.597 | 1.21e-11 | −14.107 | −10.389 | −12.677 |
7 | 491.681 | 16.164 | 1.40e-11 | −14.177 | −9.864 | −12.518 |