Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 71.86561 | NA | 2.36E−06 | −4.442942 | −4.304169 | −4.397706 |
1 | 104.2717 | 56.44941 | 5.24E−07 | −5.953016 | −5.397924 | −5.77207 |
2 | 112.7725 | 13.16246 | 5.51E−07 | −5.920807 | −4.949396 | −5.604151 |
3 | 137.1471 | 33.02358 | 2.15E−07 | −6.912713 | −5.524983 | −6.460348 |
4 | 165.952 | 33.45088* | 6.57e−08* | −8.190450* | −6.386401* | −7.602375* |
5 | 173.3234 | 7.133601 | 8.60E−08 | −8.085378 | −5.865011 | −7.361594 |