Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 32.41827 | NA | 1.06e−05 | −2.941827 | −2.792468* | −2.912671 |
1 | 45.25763 | 20.54297* | 7.33e−06* | −3.325763* | −2.728324 | −3.209137* |
2 | 51.27328 | 7.820341 | 1.07e−05 | −3.027328 | −1.981809 | −2.823232 |
3 | 57.02698 | 5.753697 | 1.81e−05 | −2.702698 | −1.209099 | −2.411131 |