Number of Lags | LogL | Sequential Modified LR Test Statistic | Final Prediction Error | Akaike Information Criterion | Schwarz Information Criterion | Hannan-Quinn Information Criterion |
0 | −2392.274 | NA | 6.85e+45 | 116.8914 | 117.0586 | 116.9523 |
1 | −2191.793 | 352.0635 | 8.50e+41 | 107.8924 | 108.7282 | 108.1967 |
2 | −2136.882 | 85.71586 | 1.30e+41 | 105.9942 | 107.4988 | 106.5421 |
3 | −2095.797 | 56.11604* | 4.08e+40* | 104.7706* | 106.9439* | 105.5620* |