Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −53.05599 | NA | 0.005999 | 3.397333 | 3.533379 | 3.443108 |
1 | 87.67932 | 247.3530b | 2.05e−06b | −4.586625b | −4.042441b | −4.403524b |
2 | 95.55101 | 12.40387 | 2.23e−06 | −4.518243 | −3.565920 | −4.197815 |
3 | 102.9613 | 10.32948 | 2.56e−06 | −4.421896 | −3.061435 | −3.964142 |
4 | 108.5848 | 6.816327 | 3.39e−06 | −4.217258 | −2.448658 | −3.622178 |