Lag | Final prediction error (FPE) | Akaike information criterion (AIC) | Schwarz information criterion (SC) | Hannan-Quinn information criterion (HQ) | Deviance information criterion (DIC) |
---|---|---|---|---|---|
0 | 10.2 × 1019 | 60.147 | 60.282 | 60.193 | 53.934 |
1 | 1.7 × 1018* | 49.638 | 50.176* | 49.821 | 57.828* |
2 | 4.0 × 1018 | 49.957 | 50.899 | 50.278* | 48.796 |
3 | 3.4 × 1018 | 49.967 | 51.314 | 50.427 | 51.472 |
4 | 5.1 × 1013 | 51.143 | 53.796 | 48.683 | 50.314 |