Lag | Log Likelihood | LR | FPE | AIC | SC | HQ |
0 | 572.6855 | NA | 4.43e−06 | −6.651293 | −6.577803 | −6.621474 |
1 | 630.6056 | 113.1304 | 2.36e−06* | −7.281937* | −7.134958* | −7.222299* |
2 | 631.3006 | 1.341331 | 2.45e−06 | −7.243282 | −7.022815 | −7.153826 |
3 | 632.5788 | 2.436783 | 2.53e−06 | −7.211448 | −6.917491 | −7.092173 |
4 | 634.9771 | 4.516069 | 2.58e−06 | −7.192715 | −6.825269 | −7.043621 |
5 | 637.3384 | 4.391105 | 2.63e−06 | −7.173548 | −6.732613 | −6.994635 |
6 | 637.8743 | 0.984118 | 2.74e−06 | −7.133033 | −6.618608 | −6.924301 |
7 | 639.1738 | 2.355808 | 2.83e−06 | −7.101448 | −6.513534 | −6.862898 |
8 | 646.6148 | 13.31554* | 2.72e−06 | −7.141694 | −6.480291 | −6.873325 |