Lag | LogL | LR | FPE | AIC |
0 | −12488.908 | NA | 24.85830 | 20.24045 |
1 | −533.0241 | 1350.942 | 0.000430 | 9.274582 |
2 | −451.8095 | 145.4004 | 0.000208 | 8.545314 |
3 | −401.8432 | 84.62036 | 0.000168 | 8.320051 |
4 | −341.9132 | 95.69467 | 0.000116 | 7.934083 |
5 | −303.2715 | 57.96245* | 0.000115* | 7.891476* |
6 | −272.1011 | 43.73922 | 0.000013 | 7.969372 |
7 | −244.9383 | 35.48685 | 0.000161 | 8.111908 |
8 | −219.8726 | 30.32133 | 0.000021 | 8.288269 |