Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −28.56344 | NA | 7.57e−06 | 2.397389 | 2.635282 | 2.470115 |
1 | 110.6372 | 218.7439* | 2.24e−09* | −5.759803* | −4.332441* | −5.323444* |
2 | 127.1718 | 20.07765 | 4.96e−09 | −5.155127 | −2.538297 | −4.355136 |