Lag | LogL | LR | FPE | AIC | SC | HQ |
---|---|---|---|---|---|---|
0 | − 381.6793 | NA | 9.6319 | 16.4544 | 16.6513 | 16.5285 |
1 | − 140.3190 | 421.0967 | 0.0009 | 7.2476 | 8.4286 | 7.6920 |
2 | −76.9002 | 97.1521* | 0.0002* | 5.6128* | 7.7778* | 6.4275* |
3 | −59.8911 | 22.4376 | 0.0003 | 5.9528 | 9.1019 | 7.1379 |
4 | − 30.7264 | 32.2673 | 0.0003 | 5.7756 | 9.9089 | 7.3309 |