Lag | LR | FPE | AIC | SC | HQ |
0 | NA | 0.001043 | 1.647590 | 1.789035 | 1.691889 |
1 | 265.5966 | 4.74e−08 | −8.355585 | −7.789808 | −8.178391 |
2 | 35.61098* | 1.79e−08 | −9.353577 | −8.363466* | −9.043486* |
3 | 13.72136 | 1.72e−08* | −9.455064 | −8.040620 | −9.012078 |
4 | 7.278547 | 2.28e−08 | −9.289284 | −7.450507 | −8.713402 |
5 | 12.30553 | 2.03e−08 | −9.615173* | −7.352063 | −8.906395 |