Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −16.18600 | NA | 0.120662* | 0.721970* | 0.985217* | 0.826138* |
1 | −16.11865 | 0.116613 | 0.124129 | 0.749810 | 1.045963 | 0.866999 |
2 | −16.04660 | 0.122592 | 0.127694 | 0.777510 | 1.106569 | 0.907720 |
3 | −14.82451 | 2.042895 | 0.126946 | 0.770881 | 1.132845 | 0.914111 |
4 | −14.68115 | 0.235366 | 0.130352 | 0.796452 | 1.191322 | 0.952703 |
5 | −12.23731 | 3.939315* | 0.124987 | 0.753353 | 1.181129 | 0.922625 |
6 | −12.22430 | 0.020595 | 0.128887 | 0.782815 | 1.243497 | 0.965108 |
7 | −10.73194 | 2.316498 | 0.127194 | 0.768117 | 1.261705 | 0.963431 |