Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 697.7498 | NA | 5.86E−10 | −7.068875 | −6.985250* | −7.03502 |
1 | 751.4759 | 104.163 | 4.37E−10 | −7.361999 | −6.860247 | −7.158866* |
2 | 777.3907 | 48.9208 | 4.33E−10* | −7.371334* | −6.451455 | −6.998923 |
3 | 796.9709 | 35.9635 | 4.58E−10 | −7.316029 | −5.978023 | −6.77434 |
4 | 821.8597 | 44.4444 | 4.60E−10 | −7.314895 | −5.558762 | −6.603928 |
5 | 832.3096 | 18.1273 | 5.35E−10 | −7.166424 | −4.992165 | −6.28618 |
6 | 840.698 | 14.1234 | 6.38E−10 | −6.996919 | −4.404532 | −5.947397 |
7 | 864.8232 | 39.388 | 6.49E−10 | −6.987992 | −3.977479 | −5.769192 |
8 | 889.5495 | 39.1078* | 6.57E−10 | −6.985199 | −3.556559 | −5.597121 |