Table 2.
AIC of different lags
| AIC | Best lag | Lag 1 | Lag 2 | Lag 3 |
|---|---|---|---|---|
| wL1 | 1 | −1044.535 | −1037.4435 | −1023.2898 |
| wL2 | 2 | −1135.327 | −1313.052 | −1293.610 |
| wL3 | 3 | −1499.461 | −1506.906 | −1530.560 |
| wL4 | 1 | −1875.590 | −1866.316 | −1857.915 |
| wL5 | 2 | −2268.427 | −2263.045 | −2234.308 |
| wH1 | 3 | −1390.656 | −1391.154 | −1398.38 |
| wH2 | 2 | −1463.165 | −1721.239 | −1727.835 |
| wH3 | 2 | −2039.513 | −2051.684 | −2048.846 |
| wH4 | 1 | −2492.351 | −2482.651 | −2480.120 |
| wH5 | 1 | −2986.676 | −2984.043 | −2970.478 |