Lag | Log L | LR | FPE | AIC | SC |
0 | −2967.84 | NA | 1.41E+24 | 78.31145 | 78.55679* |
1 | −2882.33 | 150.7536 | 8.10E+23 | 77.74561 | 79.95367 |
2 | −2810.32 | 111.8176 | 6.91E+23 | 77.5346 | 81.70539 |
3 | −2734.37 | 101.926 | 5.82E+23 | 77.22026 | 83.35377 |
4 | −2655.39 | 89.36916 | 5.25E+23 | 76.82612 | 84.92235 |
5 | −2549.21 | 97.8 | 2.93E+23 | 75.71605 | 85.775 |
6 | −2456.84 | 65.63496 | 3.49E+23 | 74.96933 | 86.99101 |
7 | −2276.66 | 90.08768* | 8.33e+22* | 71.91209* | 85.89649 |