Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 107.5332 | NA | 1.73e−06 | −4.751509 | −4.629860 | −4.706396 |
1 | 125.1675 | 32.06238 | 1.17e−06 | −5.143978 | −4.657381* | −4.963524* |
2 | 134.3412 | 15.42853 | 1.17e−06 | −5.151874 | −4.300329 | −4.836080 |
3 | 147.6452 | 20.5607* | 9.79e−07* | −5.347510* | −4.131017 | −4.896376 |
4 | 155.7825 | 11.46622 | 1.05e−06 | −5.308297 | −3.726856 | −4.721823 |