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I was using eviews and the results produced were as follows. The AIC criterion select an AR(5) process and has a r squar...

I was using eviews and the results produced were as follows. The AIC criterion select an AR(5) process and has a r squared of 0.573 and log-likelihood of -383.5614. And my SBIC criterion select an AR(1) r squared = 0.913354 loglik=-7.8302

Why did the information criteria select different models?
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AR(5 arkner

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