Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | −6.327849 | NA | 0.000602 | 1.097394 | 1.244432 | 1.112010 |
1 | 62.44292 | 105.1788* | 5.46e−07 | −5.934461 | −5.346310 | −5.875997 |
2 | 74.73499 | 14.46127 | 4.21e−07 | −6.321764 | −5.292500 | −6.219453 |
3 | 92.49110 | 14.62268 | 2.17e−07* | −7.351894* | −5.881518* | −7.205736* |