Lag | LogL | LR | FPE | AIC | SC |
0 | −17,361.63 | NA | 2.49e+46 | 121.0218 | 121.0856 |
1 | −16,635.15 | 1422.584 | 1.88e+44 | 116.1334 | 116.5160 |
2 | −16,245.95 | 748.5561 | 1.48e+43 | 113.5955 | 114.2968 |
3 | −16,072.55 | 327.4724* | 5.28e+42* | 112.5613* | 113.5814* |