Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 38.66174 | NA | 1.73e−06 | −4.754899 | −4.613289 | −4.756407 |
1 | 91.17945 | 77.02597* | 5.43e−09* | −10.55726 | −9.990819* | −10.56329 |
2 | 94.50911 | 3.551642 | 1.41e−08 | −9.801215 | −8.809944 | −9.811774 |
3 | 112.1912 | 11.78807 | 8.00e−09 | −10.95883* | −9.542728 | −10.97391* |