Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −3035.737 | NA | 34.4965 | 17.7302 | 17.7862 | 17.7525 |
1 | −2937.866 | 192.3177 | 22.5553 | 17.3053 | 17.6410* | 17.4390 |
2 | −2889.041 | 94.5174 | 19.6317 | 17.1664 | 17.7818 | 17.4115 |
3 | −2836.909 | 99.4010 | 16.7629 | 17.0082 | 17.9033 | 17.3648* |
4 | −2807.363 | 55.4729* | 16.3314* | 16.9817* | 18.1565 | 17.4497 |