Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −821.2489 | NA | 1.06e+11 | 31.06599 | 31.14035 | 31.09459 |
1 | −756.5868 | 122.0039 | 1.08e+10 | 28.77686 | 28.99991* | 28.86263 |
2 | −750.5833 | 10.87429 | 1.00e+10 | 28.70126 | 29.07301 | 28.84421* |
3 | −747.7573 | 4.905434 | 1.05e+10 | 28.74556 | 29.26601 | 28.94570 |
4 | −744.3120 | 5.720560 | 1.07e+10 | 28.76649 | 29.43565 | 29.02381 |
5 | −737.0440 | 11.51908* | 9.55e+09* | 28.64317* | 29.46103 | 28.95768 |
6 | −733.2596 | 5.712274 | 9.71e+09 | 28.65131 | 29.61786 | 29.02300 |
7 | −730.3262 | 4.206412 | 1.02e+10 | 28.69155 | 29.80681 | 29.12043 |
8 | −727.6364 | 3.653986 | 1.09e+10 | 28.74100 | 30.00496 | 29.22706 |