Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 33.62678 | NA, | 2.53e−06 | −4.375254 | −4.238314 | −4.387931 |
1 | 101.7690 | 97.34604 | 5.68e−10 | −12.82414 | −12.27638 | −12.87485 |
2 | 119.2086 | 17.43959* | 2.18e−10 | −14.02980 | −13.07121 | −14.11853 |
3 | 137.5347 | 10.47209 | 1.27e−10* | −15.36211* | −13.99270* | −15.48887* |