Lag | LogL | LR | FRF | AIC | SC | HQ |
0 | 174.8507 | NA | 5.01e−17 | −17.66850 | −17.32055 | −17.60961 |
1 | 289.5822 | 132.8469* | 7.31e−20* | −24.58760* | −21.80399* | −24.11650* |