Aggregation

Location (α)

Scale (β)

Shape (ξ)

AIC

BIC

Monthly

−0.01577364

0.08238372

−0.24941479

−360.7196

−351.42

(0.00684386)

(0.004212016)

(0.019759398)

Quarterly

0.04599948

0.0469194

−0.09429101

−165.5818

−159.5598

(0.006816561)

(0.004496014)

(0.054302243)

Yearly

0.0776652

0.06905207

−0.20481165

−31.14147

−29.01732

(0.01921014)

(0.0122351)

(0.10879212)