Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 161.219 | NA | 7.03E−11 | −9.190 | −8.965 | −9.113 |
1 | 380.127 | 360.554 | 7.96E−16 | −20.596 | −19.249 | −20.136 |
2 | 426.497 | 62.736* | 2.51E−16 | −21.853 | −19.384* | −21.011 |
3 | 461.064 | 36.600 | 1.89E−16 | −22.416 | −18.824 | −21.191 |
4 | 506.083 | 34.426 | 1.10e−16* | −23.593* | −18.880 | −21.986* |