Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 41.10084 | NA | 1.45e−05 | −2.627644 | −2.486200 | −2.583345 |
1 | 162.1305 | 208.6718* | 6.43e−09 | −10.35383 | −9.788050* | −10.17663* |
2 | 172.0716 | 15.08303 | 6.17e−09 | −10.41873 | −9.428620 | −10.10864 |
3 | 182.5663 | 13.75168 | 5.91e−09* | −10.52181* | −9.107369 | −10.07883 |
4 | 188.6841 | 6.750733 | 8.10e−09 | −10.32304 | −8.484267 | −9.747162 |