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