Lag | Log | LR | FPE | AIC | SC | HQ |
0 | −360.4027 | NA | 12,386.58 | 15.10011 | 15.17808* | 15.12957 |
1 | −354.7 | 10.69254* | 11,541.88* | 15.02917* | 15.26307 | 15.11756* |
2 | −350.8832 | 6.838432 | 11,644.18 | 15.0368 | 15.42663 | 15.18412 |
3 | −350.2362 | 1.105181 | 13,425.95 | 15.17651 | 15.72228 | 15.38276 |
4 | −346.7256 | 5.704796 | 13,768.31 | 15.1969 | 15.8986 | 15.46207 |