Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 161.5 | NA | 2.57e−13 | −11.96 | −11.67 | −11.88 |
1 | 308.1 | 214.2 | 5.65e−17 | −20.47 | −18.43* | −19.88 |
2 | 366.6 | 58.5* | 1.66e−17* | −22.20* | −18.43 | −21.11* |