Lag | Log L | LR | FPE | AIC | SC | HQ |
0 | 132.4119 | NA | 1.20E−05 | −5.655086 | −5.330688 | −5.534784 |
1 | 209.8682 | 133.7881 | 4.27E−07 | −8.994009 | −8.507411 | −8.813555 |
2 | 217.8636 | 13.08346* | 3.58e−07* | −9.175620* | −8.526824* | −8.935015* |
3 | 219.1863 | 2.044145 | 4.07E−07 | −9.053924 | −8.242928 | −8.753167 |
4 | 222.0738 | 4.199969 | 4.34E−07 | −9.003354 | −8.03016 | −8.642447 |