Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 50.914 | NA | 0.002 | −3.532 | −3.290 | −3.462 |
1 | 59.059 | 12.531* | 0.001* | −4.082* | −3.791* | −3.998* |
2 | 59.241 | 0.266 | 0.0017 | −4.019 | −3.680 | −3.921 |