Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −138.522 | NA | 4.11e−06 | 7.46270 | 7.7612 | 7.56980 |
1 | 134.7893 | 434.4949 | 4.32e−11 | −4.04048 | −1.65177* | −3.18343* |
2 | 190.7662 | 68.8947* | 3.88e−11* | −4.39827* | 0.08055 | −2.79131 |