Lag | LogL | LR | FPE | AIC | SC | HQ |
1 | −4810.861 | 6554.059* | 900.6896* | 12.47891* | 12.51505* | 12.49282* |
2 | −4809.22 | 3.26076 | 906.2112 | 12.48503 | 12.54525 | 12.5082 |
3 | −4805.275 | 7.817946 | 906.3415 | 12.48517 | 12.56948 | 12.51761 |
4 | −4801.481 | 7.500577 | 906.8251 | 12.4857 | 12.5941 | 12.52741 |