Lag | Log L | LR | FPE | AIC | SC | HQ |
0 | −91.05857 | NA | 0.086703 | 6.068295 | 6.207068 | 6.113532 |
1 | 18.72971 | 191.2441* | 0.000131 | −0.434175 | 0.120917* | −0.167092 |
2 | 28.49809 | 15.12523 | 0.000126* | −0.483747* | 0.487663 | −0.253229* |
3 | 34.76634 | 8.492476 | 0.000159 | −0.307506 | 1.080224 | 0.144859 |
4 | 48.74100 | 16.22863 | 0.000127 | −0.628452* | 1.175597 | −0.040377 |