Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −20.12573 | NA | 0.669700 | 2.434287 | 2.583409 | 2.459525 |
1 | −11.41311 | 13.75677* | 0.298480* | 1.622432* | 1.821262* | 1.656082* |
2 | −11.11522 | 0.438988 | 0.323403 | 1.696339 | 1.944876 | 1.738402 |
3 | −11.07017 | 0.061650 | 0.361075 | 1.796860 | 2.095104 | 1.847335 |
4 | −8.720429 | 2.968095 | 0.317668 | 1.654782 | 2.002733 | 1.713669 |