Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 62.89885 | NA | 1.45e−08 | −3.859924 | −3.626391 | −3.785214 |
1 | 146.9217 | 134.4365 | 2.91e−10 | −7.794779 | −6.393582* | −7.346524 |
2 | 180.4355 | 42.45088* | 1.92e−10* | −8.362369* | −5.793507 | −7.540568* |