Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −9347.007 | NA | 6.63e+24 | 68.50555 | 68.55844 | 68.52678 |
1 | −7638.517 | 3354.400 | 2.73e+19 | 56.10635 | 56.37078* | 56.21250 |
2 | −7608.738 | 57.59453 | 2.47e+19 | 56.00540 | 56.48138 | 56.19647 |
3 | −7553.242 | 105.7067 | 1.85e+19 | 55.71606 | 56.40357 | 55.99204 |
4 | −7521.437 | 59.64767 | 1.65e+19 | 55.60027 | 56.49934 | 55.96117 |
5 | −7491.538 | 55.19890 | 1.49e+19 | 55.49845 | 56.60905 | 55.94427 |
6 | −7458.323 | 60.34717 | 1.31e+19 | 55.37233 | 56.69448 | 55.90306 |
7 | −7427.061 | 55.88196 | 1.18e+19 | 55.26052 | 56.79421 | 55.87617 |
8 | −7373.203 | 94.69584* | 8.93e+18* | 54.98317* | 56.72841 | 55.68374* |