Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −478.857 | NA | 11363110 | 38.94856 | 39.3386 | 39.05674 |
1 | −375.179 | 132.7077 | 622491.7 | 35.77433 | 39.28469 | 36.74795 |
2 | −217.829 | 100.7039* | 2948.781* | 28.30634 | 34.93702 | 30.14541 |
3 | 5061.736 | 0 | NA | −388.9389* | −379.1879* | −386.2344* |