Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 11.40213 | NA | 9.73e−06 | −0.189007 | 0.162886 | −0.066187 |
1 | 158.5104 | 245.1805* | 6.76e−09* | −7.472801 | −6.417122* | −7.104341 |
2 | 167.9753 | 13.67145 | 1.02e−08 | −7.109737 | −5.350272 | −6.495637 |
3 | 178.3841 | 12.72190 | 1.56e−08 | −6.799117 | −4.335865 | −5.939376 |
4 | 189.1778 | 10.79367 | 2.60e−08 | −6.509876 | −3.342838 | −5.404495 |
5 | 214.7992 | 19.92780 | 2.27e−08 | −7.044401 | −3.173577 | −5.693380 |
6 | 255.8383 | 22.79948 | 1.17e−08 | −8.435460 | −3.860850 | −6.838798 |
7 | 285.4316 | 9.864424 | 2.23e−08 | −9.190642* | −3.912245 | −7.348340* |