Lag | LogL | LR | FPE | AIC | SC | HQ |
1 | 40.712 | NA | 0.000 | −2.719 | −2.527* | −2.662* |
2 | 43.927 | 5.478 | 0.000 | −2.661 | −2.277 | −2.547 |
3 | 49.129 | 8.092 | 0.000* | −2.750* | −2.174 | −2.579 |
4 | 49.807 | 0.954 | 0.000 | −2.504 | −1.736 | −2.276 |
5 | 51.296 | 1.875 | 0.000 | −2.318 | −1.358 | −2.033 |