Information Criteria by Rank and Model
Data Trend: None None Linear Linear Quadratic
Rank or No Intercept Intercept Intercept Intercept Intercept
No. of CEs No Trend No Trend No Trend Trend Trend
Log Likelihood by Rank (rows) and Model (columns)
0 4439.103 4439.103 4439.125 4439.125 4439.162
1 4460.965 4461.183 4461.203 4461.313 4461.336
2 4460.981 4462.241 4462.241 4465.268 4465.268
Akaike Information Criteria by Rank (rows) and Model (columns)
0 -14.03202 -14.03202 -14.02575 -14.02575 -14.01953
1 -14.08864* -14.08616 -14.08305 -14.08023 -14.07713
2 -14.07601 -14.07367 -14.07367 -14.07692 -14.07692
Schwarz Criteria by Rank (rows) and Model (columns)
0 -13.94744 -13.94744 -13.92708 -13.92708 -13.90676
1 -13.97587* -13.96634 -13.95619 -13.94632 -13.93617
2 -13.93505 -13.91861 -13.91861 -13.90777 -13.90777
这个AIC准则和SC准则我知道,前面的0 1 2是指什么?