Number of Lags

LogL

Sequential Modified LR Test Statistic

Final Prediction Error

Akaike Information Criterion

Schwarz Information Criterion

Hannan-Quinn Information Criterion

0

−2392.274

NA

6.85e+45

116.8914

117.0586

116.9523

1

−2191.793

352.0635

8.50e+41

107.8924

108.7282

108.1967

2

−2136.882

85.71586

1.30e+41

105.9942

107.4988

106.5421

3

−2095.797

56.11604*

4.08e+40*

104.7706*

106.9439*

105.5620*