Lag order

LogL

LR

FPE

AIC

SC

HQ

0

108.0699

NA

2.20e−05

−2.21199

−2.131348

−2.179409

1

535.7776

819.3979

3.26e−09

−11.0269

−10.70430

−10.89654

2

558.9296

42.89213*

2.42e−09*

−11.3248*

−10.76029

−11.09672