Post−Recession (April 2011-June 2014) | ||||||
Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 7546.842 | NA | 1.26E−12 | −18.88321 | −18.86562 | −18.87645 |
1 | 7699.529 | 303.8467 | 8.82E−13 | −19.24288 | −19.17254 | −19.21585 |
2 | 7749.042 | 98.15824 | 7.97E−13 | −19.34429 | −19.22119* | −19.297 |
3 | 7776.692 | 54.60789 | 7.61E−13 | −19.39097 | −19.21512 | −19.32341* |
4 | 7789.338 | 24.8808 | 7.54E−13 | −19.4001 | −19.1715 | −19.31227 |
5 | 7799.882 | 20.66430* | 7.51e−13* | −19.40396* | −19.12261 | −19.29587 |
6 | 7804.313 | 8.65274 | 7.59E−13 | −19.39252 | −19.05842 | −19.26417 |
7 | 7809.674 | 10.42517 | 7.66E−13 | −19.38341 | −18.99655 | −19.23479 |
8 | 7816.109 | 12.46743 | 7.71E−13 | −19.37699 | −18.93738 | −19.2081 |