Lag | Log L | LR | FPE | AIC | SC | HQ |
0 | 2284.521 | NA | 8.60E−23 | −28.1052 | −27.95272* | −28.04329 |
1 | 2429.966 | 274.7292 | 3.15E−23 | −29.1107 | −27.7384 | −28.55353* |
2 | 2501.687 | 128.3906 | 2.88E−23 | −29.206 | −26.614 | −28.1536 |
3 | 2568.865 | 113.6215 | 2.80e−23* | −29.24525* | −25.4334 | −27.69758 |
4 | 2620.982 | 83.0006 | 3.33E−23 | −29.0985 | −24.0669 | −27.05562 |
5 | 2683.357 | 93.17838* | 3.55E−23 | −29.0785 | −22.8271 | −26.54031 |