Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −21.36784 | NA | 4.53e−06 | 1.883417 | 2.121311 | 1.956143 |
1 | 71.48256 | 145.9078 | 3.68e−08 | −2.963040 | −1.535678 | −2.526681 |
2 | 146.4298 | 91.00733* | 1.25e−09* | −6.530699* | −3.913868* | −5.730707* |