표 7 모델의 적정시차
구분
1
2
3
4
AIC
-1.746
-1.856
-1.854
-1.836
HQ
-1.675
-1.731
-1.675
-1.603
SC
-1.554
-1.519
-1.373
-1.211
FPE
2.649
9.794
1.313
2.796
주 : AIC, Akaike information criteria; HQ, Hannan-Quinn; SC, Schwartz Bayesian criteria; FPE, final prediction error.