Open Access
Table 3
Determination of the number of model delays.
| Lag | LogL | LR | FPE | AIC | SC | HQ |
|---|---|---|---|---|---|---|
| 0 | −757.3968 | NA | 0.000533 | 12.32898 | 12.48819 | 12.39366 |
| 1 | 250.4847 | 1885.714 | 1.03e-10 | −3.136849 | −1.863174* | −2.619452* |
| 2 | 302.0004 | 90.56807 | 9.92e-11 | −3.177426 | −0.789285 | −2.207307 |
| 3 | 362.4226 | 99.40420 | 8.40e-11* | −3.361655* | 0.140953 | −1.938813 |
| 4 | 390.6995 | 43.32750 | 1.22e-10 | −3.027411 | 1.589663 | −1.151847 |
| 5 | 428.9511 | 54.29262 | 1.53e-10 | −2.854050 | 2.877490 | −0.525764 |
| 6 | 480.7302 | 67.64680* | 1.60e-10 | −2.898873 | 3.947133 | −0.117865 |
| 7 | 526.9807 | 55.20228 | 1.91e-10 | −2.854528 | 5.105945 | 0.379203 |
| 8 | 588.1414 | 66.09297 | 1.88e-10 | −3.050667 | 6.024271 | 0.635786 |
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