Information Criteria by Rank and Model

Data Trend:

None

None

Linear

Linear

Quadratic

Rank or No. of CEs

No Intercept No Trend

Intercept No Trend

Intercept No Trend

Intercept Trend

Intercept Trend

Log Likelihood by Rank (rows) and Model (columns)

0

−376.1329

−376.1329

−374.1703

−374.1703

−371.5954

1

−343.1792

−338.9753

−337.0197

−330.9493

−328.6087

2

−322.0105

−316.9847

−315.8236

−309.4976

−307.1573

3

−311.8175

−305.0484

−303.9696

−289.2565

−287.2460

4

−309.0364

−301.8793

−301.0566

−285.0365

−283.5194

5

−308.1094

−300.9215

−300.9215

−282.3242

−282.3242

Akaike Information Criteria by Rank (rows) and Model (columns)

0

25.07080

25.07080

25.26064

25.26064

25.41221

1

23.63620

23.43596

23.56373

23.24683

23.35054

2

22.93816

22.74905

22.86397

22.59360

22.63483

3

22.92609

22.69053

22.74810

22.01603

22.01537*

4

23.37727

23.17995

23.19103

22.43978

22.40746

5

23.94434

23.80759

23.80759

22.95776

22.95776

Schwarz Criteria by Rank (rows) and Model (columns)

0

26.21591

26.21591

26.63477

26.63477

27.01536

1

25.23935

25.08491

25.39590

25.12481

25.41174

2

24.99935

24.90185

25.15418

24.97542

25.15406

3

25.44533

25.34717

25.49635

24.90170*

24.99265

4

26.35455

26.34045

26.39733

25.82930

25.84278

5

27.37966

27.47193

27.47193

26.85112

26.85112