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-0.013924 -0.001338
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0 0.008361
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-0.000164 0
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-1.644854
-2.326348

VaR-w-99
-0.104784
-0.048933
Date: 05/12/20 Time: 00:01 Date: 05/12/20 Time: 00:07
Sample: 1 2457 Sample: 1 2457
Included observations: 2456 Included observations: 2456
Q-statistic probabilities adjusted for 1 dynamic regressor
Autocorrel
AutocorrelPartial Correlation AC PAC Q-Stat Prob
|**
| | | | 1 -0.001 -0.001 0.0011 0.974 |* |
| | | | 2 -0.012 -0.012 0.3334 0.846 |* |
| | | | 3 0.003 0.003 0.36 0.948 |* |
| | | | 4 0.026 0.026 2.0275 0.731 |* |
| | | | 5 0.029 0.029 4.0568 0.541 |* |
| | | | 6 -0.004 -0.003 4.0988 0.663 |* |
| | | | 7 -0.008 -0.008 4.261 0.749 |* |
| | | | 8 0.042 0.041 8.6021 0.377 |* |
| | | | 9 -0.001 -0.002 8.6033 0.475 |* |
| | | | 10 -0.02 -0.02 9.5947 0.477 |* |
| | | | 11 -0.031 -0.031 11.977 0.365 |* |
| | | | 12 -0.023 -0.026 13.321 0.346 |* |
| | | | 13 -0.014 -0.017 13.824 0.386 |* |
| | | | 14 0.013 0.014 14.219 0.434 |* |
| | | | 15 -0.001 0.002 14.221 0.509 |* |
| | | | 16 -0.033 -0.031 16.882 0.393 |* |
| | | | 17 0.027 0.029 18.673 0.348 | |
| | | | 18 0.009 0.01 18.882 0.399 |* |
| | | | 19 0.02 0.022 19.879 0.402 |* |
| | | | 20 -0.031 -0.028 22.28 0.325 |* |
| | | | 21 0.012 0.013 22.645 0.363 | |
| | | | 22 0.029 0.023 24.721 0.311 | |
| | | | 23 0 -0.004 24.721 0.365 | |
| | | | 24 0.023 0.026 26.047 0.351 |* |
| | | | 25 0.04 0.039 29.977 0.225 |* |
| | | | 26 -0.003 -0.005 29.992 0.268 | |
| | | | 27 0.024 0.021 31.388 0.256 | |
| | | | 28 0 0.002 31.388 0.3 |* |
| | | | 29 -0.003 -0.006 31.418 0.346 | |
| | | | 30 -0.008 -0.011 31.592 0.387 |* |
| | | | 31 0.024 0.024 33.086 0.366 | |
| | | | 32 -0.008 -0.012 33.26 0.406 |* |
| | | | 33 -0.011 -0.012 33.585 0.439 |* |
| | | | 34 0.032 0.036 36.064 0.372 | |
| | | | 35 -0.009 -0.008 36.289 0.408 | |
| | | | 36 -0.012 -0.013 36.626 0.44
Date: 05/12/20 Time: 00:07
Sample: 1 2457
Included observations: 2456

Partial Correlation AC PAC Q-Stat Prob

|** 1 0.246 0.246 148.61 0

|* | 2 0.199 0.148 246.13 0
| | 3 0.14 0.068 294.44 0
| | 4 0.098 0.029 318.14 0
| | 5 0.096 0.042 340.79 0
|* | 6 0.127 0.08 380.6 0
| | 7 0.109 0.045 409.87 0
|* | 8 0.141 0.078 459.13 0
| | 9 0.112 0.034 490.29 0
| | 10 0.114 0.041 522.13 0
| | 11 0.091 0.018 542.73 0
| | 12 0.107 0.043 571.12 0
| | 13 0.08 0.009 586.85 0
| | 14 0.096 0.031 609.52 0
| | 15 0.085 0.018 627.36 0
| | 16 0.096 0.03 650.05 0
| | 17 0.114 0.05 682.34 0
| | 18 0.072 -0.009 695.27 0
| | 19 0.092 0.028 716.03 0
| | 20 0.095 0.029 738.61 0
| | 21 0.082 0.015 755.44 0
| | 22 0.073 0.002 768.65 0
| | 23 0.062 -0.003 778.11 0
| | 24 0.057 0 786.22 0
| | 25 0.099 0.048 810.33 0
| | 26 0.076 0.01 824.8 0
| | 27 0.067 -0.001 836.1 0
| | 28 0.044 -0.02 840.89 0
|* | 29 0.129 0.089 882.03 0
| | 30 0.068 -0.004 893.61 0
| | 31 0.08 0.011 909.69 0
| | 32 0.066 0.002 920.63 0
| | 33 0.092 0.037 941.79 0
| | 34 0.091 0.03 962.61 0
| | 35 0.072 -0.003 975.61 0
| | 36 0.056 -0.009 983.36 0
Dependent Variable: OM
Method: ML ARCH - Normal distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:10
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 12 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2
Method: ML ARCH - Normal distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 1.84E-05 0.000362 0.050802 0.9595
OM(-1) -0.061262 0.022252 -2.75305 0.0059
Variance Equation
C 0.000309 6.63E-06 46.58225 0
RESID(-1)^2 0.234862 0.025626 9.164841 0

R-squared 0.002748 Mean dependent var -0.00013

Adjusted R-squared 0.002341 S.D. dependent var 0.020147
S.E. of regression 0.020123 Akaike info criterion -5.037428
Sum squared resid 0.993716 Schwarz criterion -5.027971
Log likelihood 6189.961 Hannan-Quinn criter. -5.033992
Durbin-Watson stat 1.985822
Dependent Variable: OM
Method: ML ARCH - Normal distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:15
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 31 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*GARCH(-1)
Method: ML ARCH - Normal distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000206 0.000336 0.612021 0.5405
OM(-1) -0.040423 0.020551 -1.966907 0.0492
Variance Equation
C 2.91E-06 7.58E-07 3.842368 0.0001
RESID(-1)^2 0.055292 0.005784 9.560329 0
GARCH(-1) 0.938744 0.005835 160.8788 0

R-squared 0.002409 Mean dependent var -0.00013

Adjusted R-squared 0.002003 S.D. dependent var 0.020147
S.E. of regression 0.020126 Akaike info criterion -5.162057
Sum squared resid 0.994054 Schwarz criterion -5.150236
Log likelihood 6344.006 Hannan-Quinn criter. -5.157761
Durbin-Watson stat 2.026565

Dependent Variable: OM

Date: 05/12/20 Time: 00:17

Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 36 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*GARCH(-1)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000434 0.000312 1.390596 0.1643
OM(-1) -0.037352 0.019532 -1.912326 0.0558
Variance Equation
C 2.99E-06 1.17E-06 2.562283 0.0104
RESID(-1)^2 0.058657 0.009473 6.191754 0
GARCH(-1) 0.935559 0.009761 95.84693 0

T-DIST. DOF 5.907567 0.658835 8.966692 0

R-squared 0.00181 Mean dependent var -0.00013

Adjusted R-squared 0.001403 S.D. dependent var 0.020147
S.E. of regression 0.020133 Akaike info criterion -5.222502
Sum squared resid 0.994651 Schwarz criterion -5.208317
Log likelihood 6419.232 Hannan-Quinn criter. -5.217347
Durbin-Watson stat 2.031604

Dependent Variable: OM
Method: ML ARCH - Generalized error distribution (GED) (BFGS / Marquardt
steps)
Date: 05/12/20 Time: 00:19
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 37 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*GARCH(-1)
Method: ML ARCH - Generalized error distribution (GED) (BFGS / Marquardt
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000423 0.000298 1.422647 0.1548
OM(-1) -0.037391 0.018928 -1.975438 0.0482
Variance Equation
C 2.84E-06 1.20E-06 2.361103 0.0182
RESID(-1)^2 0.056987 0.009492 6.003548 0
GARCH(-1) 0.937034 0.009935 94.31777 0

GED PARAMETER 1.28525 0.041278 31.13679 0

R-squared 0.00184 Mean dependent var -0.00013

Adjusted R-squared 0.001433 S.D. dependent var 0.020147
S.E. of regression 0.020132 Akaike info criterion -5.220058
Sum squared resid 0.994621 Schwarz criterion -5.205873
Log likelihood 6416.232 Hannan-Quinn criter. -5.214904
Durbin-Watson stat 2.031583

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:23
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 38 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*RESID(-1)^2*(RESID(-1)<0) +
C(6)*GARCH(-1)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000226 0.000311 0.727859 0.4667
OM(-1) -0.038271 0.019241 -1.989016 0.0467

Variance Equation
C 2.27E-06 8.82E-07 2.57726 0.01
RESID(-1)^2 0.014023 0.007297 1.921678 0.0546
RESID(-1)^2*(RESID(-1)<0) 0.06208 0.012063 5.146339 0
GARCH(-1) 0.948154 0.007816 121.3097 0

T-DIST. DOF 6.382112 0.767195 8.318761 0

R-squared 0.002313 Mean dependent var -0.00013

Adjusted R-squared 0.001907 S.D. dependent var 0.020147
S.E. of regression 0.020127 Akaike info criterion -5.232538
Sum squared resid 0.994149 Schwarz criterion -5.215989
Log likelihood 6432.557 Hannan-Quinn criter. -5.226525
Durbin-Watson stat 2.030751

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:28
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 90 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
@SQRT(GARCH)^C(7) = C(3) + C(4)*(ABS(RESID(-1)) - C(5)*RESID(
-1))^C(7) + C(6)*@SQRT(GARCH(-1))^C(7)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.00015 0.000311 0.481734 0.63
OM(-1) -0.026053 0.018746 -1.389799 0.1646
Variance Equation
C(3) 0.000215 0.000183 1.172849 0.2409
C(4) 0.042638 0.008035 5.306456 0
C(5) 0.872217 0.168729 5.169321 0
C(6) 0.960258 0.007278 131.9309 0
C(7) 0.920115 0.170479 5.397216 0

T-DIST. DOF 6.433455 0.786541 8.179429 0

R-squared 0.001914 Mean dependent var -0.00013
Adjusted R-squared 0.001507 S.D. dependent var 0.020147
S.E. of regression 0.020131 Akaike info criterion -5.237615
Sum squared resid 0.994547 Schwarz criterion -5.218702
Log likelihood 6439.791 Hannan-Quinn criter. -5.230742
Durbin-Watson stat 2.055174

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:36
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 44 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*RESID(-1)^2*(RESID(-1)<0) +
C(6)*GARCH(-1) + C(7)*RESID01
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000735 0.000334 2.201736 0.0277
OM(-1) -0.033827 0.01932 -1.75087 0.08
Variance Equation
C 3.01E-06 9.53E-07 3.162353 0.0016
RESID(-1)^2 0.036474 0.010331 3.530504 0.0004
RESID(-1)^2*(RESID(-1)<0) 0.012876 0.016653 0.77316 0.4394
GARCH(-1) 0.947041 0.008398 112.7696 0
RESID01 -0.000971 0.000229 -4.237649 0

T-DIST. DOF 6.670879 0.801181 8.326305 0

R-squared 0.000619 Mean dependent var -0.00013
Adjusted R-squared 0.000212 S.D. dependent var 0.020147
S.E. of regression 0.020145 Akaike info criterion -5.239323
Sum squared resid 0.995837 Schwarz criterion -5.22041
Log likelihood 6441.888 Hannan-Quinn criter. -5.23245
Durbin-Watson stat 2.036402

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:44
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 49 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
@SQRT(GARCH)^C(6) = C(3) + C(4)*ABS(RESID(-1))^C(6) + C(5)
*@SQRT(GARCH(-1))^C(6)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.00044 0.000311 1.414539 0.1572
OM(-1) -0.035408 0.019413 -1.823928 0.0682
Variance Equation
C(3) 1.38E-05 2.01E-05 0.68536 0.4931
C(4) 0.065149 0.012641 5.153611 0
C(5) 0.936895 0.009909 94.54587 0
C(6) 1.625475 0.326481 4.978771 0

T-DIST. DOF 5.881894 0.655026 8.979637 0

R-squared 0.001726 Mean dependent var -0.00013
Adjusted R-squared 0.001319 S.D. dependent var 0.020147
S.E. of regression 0.020133 Akaike info criterion -5.222275
Sum squared resid 0.994735 Schwarz criterion -5.205726
Log likelihood 6419.953 Hannan-Quinn criter. -5.216261
Durbin-Watson stat 2.035411

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:47
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 44 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(4) + C(5)*RESID(-1)^2 + C(6)*GARCH(-1)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
SQRT(GARCH) 0.056736 0.062383 0.909467 0.3631
C -0.000472 0.001044 -0.45184 0.6514
OM(-1) -0.037028 0.019532 -1.895745 0.058
Variance Equation
C 2.96E-06 1.16E-06 2.552133 0.0107
RESID(-1)^2 0.058163 0.009401 6.186905 0
GARCH(-1) 0.936055 0.009708 96.42063 0

T-DIST. DOF 5.926242 0.662371 8.947019 0

R-squared 0.001886 Mean dependent var -0.00013
Adjusted R-squared 0.001072 S.D. dependent var 0.020147
S.E. of regression 0.020136 Akaike info criterion -5.222018
Sum squared resid 0.994575 Schwarz criterion -5.20547
Log likelihood 6419.639 Hannan-Quinn criter. -5.216005
Durbin-Watson stat 2.031805

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 00:50
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 38 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
Q = C(3) + C(4)*(Q(-1) - C(3)) + C(5)*(RESID(-1)^2 - GARCH(-1))
GARCH = Q + C(6) * (RESID(-1)^2 - Q(-1)) + C(7)*(GARCH(-1) - Q(-1))
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000428 0.000312 1.369745 0.1708
OM(-1) -0.038073 0.020722 -1.837267 0.0662
Variance Equation
C(3) 0.000489 0.00027 1.809249 0.0704
C(4) 0.994652 0.004098 242.7317 0
C(5) 0.052061 0.00984 5.290859 0
C(6) 0.051874 0.029602 1.752373 0.0797
C(7) 0.253996 0.443697 0.572452 0.567

T-DIST. DOF 5.957573 0.66678 8.934843 0

R-squared 0.001849 Mean dependent var -0.00013
Adjusted R-squared 0.001442 S.D. dependent var 0.020147
S.E. of regression 0.020132 Akaike info criterion -5.2225
Sum squared resid 0.994612 Schwarz criterion -5.203587
Log likelihood 6421.23 Hannan-Quinn criter. -5.215627
Durbin-Watson stat 2.030211

Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/12/20 Time: 02:13
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Failure to improve likelihood (non-zero gradients) after 0 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*GARCH(-1) + C(5)*POS + C(6)*NEG
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C -0.000136 0.000687 -0.198409 0.8427
OM(-1) -0.053543 0.018719 -2.860381 0.0042
Variance Equation
C 0.000405 0.033484 0.012082 0.9904
GARCH(-1) 0.171429 68.58068 0.0025 0.998
POS 0 0.000905 0 1
NEG 0 0.000112 0 1

T-DIST. DOF 20 7.45545 2.682601 0.0073

R-squared 0.002867 Mean dependent var -0.00013

Adjusted R-squared 0.00246 S.D. dependent var 0.020147
S.E. of regression 0.020122 Akaike info criterion -4.994276
Sum squared resid 0.993598 Schwarz criterion -4.977727
Log likelihood 6139.97 Hannan-Quinn criter. -4.988262
Durbin-Watson stat 2.001194
Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/13/20 Time: 14:59
Sample (adjusted): 3 2457
Included observations: 2455 after adjustments
Convergence achieved after 46 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
GARCH = C(3) + C(4)*RESID(-1)^2 + C(5)*GARCH(-1) + C(6)*U(-1)
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Variable CoefficientStd. Error z-Statistic Prob.
C 0.000164 0.000313 0.523434 0.6007
OM(-1) -0.035626 0.019395 -1.836874 0.0662
Variance Equation
C 3.51E-06 1.01E-06 3.459661 0.0005
RESID(-1)^ 0.042499 0.007765 5.473019 0
GARCH(-1) 0.947493 0.008392 112.9109 0
U(-1) -0.001132 0.000197 -5.758463 0

T-DIST. DO 6.421817 0.793277 8.095297 0

R-squared 0.002327 Mean dependent v -0.000131
Adjusted R 0.00192 S.D. dependent var 0.020151
S.E. of reg 0.020131 Akaike info criterio -5.233746
Sum square 0.99412 Schwarz criterion -5.217192
Log likelih 6431.423 Hannan-Quinn crite-5.227731
Durbin-Wat2.035834
Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/13/20 Time: 15:05
Sample (adjusted): 3 2457
Included observations: 2455 after adjustments
Convergence achieved after 52 iterations
Coefficient covariance computed using outer product of gradients Dependent Variable: OM
Presample variance: backcast (parameter = 0.7) Method: ML ARCH - Student'
GARCH = C(3) + C(4)*GARCH(-1) + C(5)*POS(-1) + C(6)*NEG(-1) Date: 05/13/20 Time: 15:13
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps) Sample (adjusted): 2 2457
Variable CoefficientStd. Error z-Statistic Prob. Included observations: 2456
C 0.000104 0.000315 0.330981 0.7407 Convergence achieved after
OM(-1) -0.029944 0.018858 -1.587809 0.1123 Coefficient covariance compu
Variance Equation Presample variance: backcas
C -5.04E-06 1.09E-06 -4.64211 0 LOG(GARCH) = C(3) + C(4)*AB
GARCH(-1) 0.959031 0.007488 128.0684 0 *RESID(-1)/@SQRT(GAR
POS(-1) 0.000246 0.000281 0.874257 0.382 Method: ML ARCH - Student'
NEG(-1) -0.0026 0.000346 -7.519157 0 Variable
C
T-DIST. DO 6.345595 0.797946 7.952408 0 OM(-1)
R-squared 0.002171 Mean dependent v -0.000131
Adjusted R 0.001764 S.D. dependent var 0.020151 C(3)
S.E. of reg 0.020133 Akaike info criterio -5.229072 C(4)
Sum square0.994275 Schwarz criterion -5.212518 C(5)
Log likelih 6425.686 Hannan-Quinn crite-5.223057 C(6)
Durbin-Wat2.047238
T-DIST. DO
R-squared
Adjusted R
S.E. of reg
Sum square
Log likelih
Durbin-Wat
Dependent Variable: OM
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
Date: 05/13/20 Time: 15:13
Sample (adjusted): 2 2457
Included observations: 2456 after adjustments
Convergence achieved after 57 iterations
Coefficient covariance computed using outer product of gradients
Presample variance: backcast (parameter = 0.7)
LOG(GARCH) = C(3) + C(4)*ABS(RESID(-1)/@SQRT(GARCH(-1))) + C(5)
*RESID(-1)/@SQRT(GARCH(-1)) + C(6)*LOG(GARCH(-1))
Method: ML ARCH - Student's t distribution (BFGS / Marquardt steps)
CoefficientStd. Error z-Statistic Prob.
0.000182 0.000307 0.593097 0.5531
-0.028145 0.018859 -1.492408 0.1356
Variance Equation
-0.125288 0.026755 -4.682858 0
0.08168 0.015071 5.41953 0
-0.065841 0.00965 -6.82277 0
0.992276 0.0026 381.5718 0

6.466115 0.797981 8.10309 0

0.001977 Mean dependent v -0.00013
0.001571 S.D. dependent var 0.020147
0.020131 Akaike info criterio -5.237659
0.994484 Schwarz criterion -5.22111
6438.845 Hannan-Quinn crite-5.231646
2.050938