Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 29.07032 | NA | 1.67e−07 | −1.415901 | −1.191436 | −1.339352 |
1 | 225.0904 | 322.8566 | 7.27e−12 | −11.47590 | −10.12912* | −11.01661 |
2 | 251.7560 | 36.07697 | 7.30e−12 | −11.57388 | −9.104767 | −10.73184 |
3 | 293.4580 | 44.15508* | 3.62e−12* | −12.55635* | −8.964915 | −11.33157* |