Lag | LogL | LR | FPE | AIC | SC | HQ |
1 | −784.581 | NA | 6.12E+13 | 48.79871 | 49.08160 | 52.12130 |
2 | −652.779 | 2451.7345 | 4.20E+10 | 41.15717 | 43.13739 | 43.77735 |
3 | −411.149 | 98.14358 | 5.64E+09 | 38.63095 | 42.30851 | 49.78272 |
4 | −532.39 | 66.31662* | 6.95E+08* | 35.68205* | 41.05694* | 32.36540* |