Lags | Loglik | P (LR) | AIC | BIC | HQC |
1 | 815.71911 |
| −8.778984 | −8.244786 | −8.562371 |
2 | 901.03706 | 0.00000 | −9.452928* | −8.473564* | −9.055803* |
3 | 913.60129 | 0.45519 | −9.313981 | −7.889451 | −8.736345 |
4 | 937.68246 | 0.00357 | −9.303715 | −7.434019 | −8.545568 |