Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 3.547845 | NA | 0.000186 | −0.078264 | 0.058677 | −0.090940 |
1 | 55.03418 | 73.55190* | 4.51e−07 | −6.147739 | −5.599976 | −6.198445 |
2 | 68.99631 | 13.96214 | 2.84e−07 | −6.856616 | −5.898030 | −6.945351 |
3 | 98.45278 | 16.83227 | 3.38e−08* | −9.778968* | −8.409560* | −9.905732* |