Model | Lag phases | LR | PFE | AIC | SC | HQ |
1 | 0 | NA | 0.002169 | −0.4596 | −0.41577 | −0.55418 |
1 | 16.7142 | 0.000343 | −2.35641 | −2.22493 | −2.64015 | |
2 | 9.719611* | 9.24e−05* | −3.897425* | −3.678286* | −4.370325* | |
2 | 0 | NA* | 0.000178 | −2.96079 | −2.91697 | −3.05537 |
1 | 9.123913 | 9.95e−05* | −3.59256 | −3.46107 | −3.8763 | |
2 | 3.951988 | 0.000113 | −3.691663* | −3.472525* | −4.164563* |