Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −283.5895 | NA | 1343.108 | 18.55416 | 18.73919 | 18.61448 |
1 | −194.6823 | 149.1346 | 12.30901 | 13.85047 | 14.77563* | 14.15205* |
2 | −175.2224 | 27.62055* | 10.42817 | 13.62725 | 15.29253 | 14.17009 |
3 | −156.2736 | 22.00503 | 10.03353* | 13.43701* | 15.84241 | 14.22111 |