Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −97.50699 | NA | 0.073241 | 3.061753 | 3.128658 | 3.088151 |
1 | 158.5638 | 488.5043** | 3.14e−05** | −4.694271** | −4.493559** | −4.615077** |
2 | 161.0149 | 4.525052 | 3.29e−05 | −4.646612 | −4.312091 | −4.514622 |
3 | 161.4766 | 0.824055 | 3.67e−05 | −4.537743 | −4.069413 | −4.352957 |
4 | 162.9664 | 2.566961 | 3.98e−05 | −4.460505 | −3.858367 | −4.222923 |
5 | 165.0096 | 3.394844 | 4.24e−05 | −4.400295 | −3.664349 | −4.109917 |