Lag orders | LR | FPE | AIC | SC |
0 | NA | 1.20E−08 | −1.20923 | −1.06109 |
1 | 1207.46 | 1.68E−13 | −12.3865 | 11.34949* |
2 | 67.08294 | 1.63e−13* | −12.4248 | −10.4988 |
3 | 56.2904 | 1.71E−13 | −12.3897 | −9.57485 |
4 | 52.22125 | 1.83E−13 | −12.3508 | −8.6471 |
5 | 48.55642 | 1.99E−13 | −12.3128 | −7.72018 |
6 | 44.06606 | 2.25E−13 | −12.2642 | −6.78277 |
7 | 57.60296* | 2.02E−13 | −12.47645* | −6.10611 |
8 | 36.03544 | 2.47E−13 | −12.4165 | −5.15726 |