Lag | LogL | LR | FPE | AIC | SC | HQ |
---|---|---|---|---|---|---|
0 | 161.450 | NA | 3.1e−12 | − 7.594 | − 7.331 | − 6.493 |
1 | 614.091 | 801.28 | 1.3e−18 | − 31.195 | − 20.094* | − 20.390* |
2 | 645.095 | 121 | 1.2e−18 | − 31.388 | − 18.448 | − 19.877 |
3 | 742.750 | 121.32 | 1.1e−18* | − 31.759 | − 16.981 | − 19.544 |
4 | 761.113 | 103.72* | 1.4e−18 | − 32.350* | − 15.733 | − 19.430 |