Number of lags selected
| Lag | LogL | LR | FPE | AIC | SC | HQ |
|---|---|---|---|---|---|---|
| 0 | 218.8114 | NA | 2.54e-10 | −5.066937 | −4.893307 | −4.997139 |
| 1 | 372.5078 | 281.7769 | 1.54e-11 | −7.869234 | −6.653826* | −7.380650* |
| 2 | 414.0964 | 70.30441* | 1.37e-11* | −8.002294* | −5.745107 | −7.094924 |
| 3 | 443.1952 | 45.03399 | 1.67e-11 | −7.837982 | −4.539016 | −6.511826 |
| Lag | LogL | LR | FPE | AIC | SC | HQ |
|---|---|---|---|---|---|---|
| 0 | 218.8114 | NA | 2.54e-10 | −5.066937 | −4.893307 | −4.997139 |
| 1 | 372.5078 | 281.7769 | 1.54e-11 | −7.869234 | −6.653826* | −7.380650* |
| 2 | ||||||
| 3 | 443.1952 | 45.03399 | 1.67e-11 | −7.837982 | −4.539016 | −6.511826 |
Source(s): Author's own creation
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