Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −83.23680 | NA | 0.001312 | 4.715503 | 4.889656 | 4.776900 |
1 | 204.5932 | 497.8681 | 5.49e−10 | −9.978011 | −9.107244 | −9.671025 |
2 | 270.4620 | 99.69327 | 3.83e−11 | −12.67362 | −11.10624 | −12.12105 |
3 | 335.4189 | 84.26842* | 2.96e−12* | −15.31994* | −13.05595* | −14.52178* |