Lag length | LR | FPE | AIC | SC | HQ |
0 | NA | 4.24e−11 | −9.69 | −9.52 | −9.62 |
1 | 128.17 | 9.66e−12 | −11.17 | −10.14* | −10.77 |
2 | 61.16 | 6.62e−12* | −11.56* | −9.68 | −10.82* |
3 | 20.53 | 9.89e−12 | −11.20 | −8.46 | −10.13 |
4 | 44.02* | 8.20e−12 | −11.47 | −7.87 | −10.06 |