Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 59.40633 | NA | 9.32e−07 | −5.372031 | −5.222814 | −5.339647 |
1 | 101.8377 | 68.69844 | 3.92e−08 | −8.555973 | −7.959103 | −8.426437 |
2 | 123.3369 | 28.66556* | 1.27e−08* | −9.746370* | −8.701847* | −9.519682* |
3 | 130.9931 | 8.020818 | 1.72e−08 | −9.618392 | −8.126217 | −9.294552 |
4 | 135.6492 | 3.547468 | 3.78e−08 | −9.204683 | −7.264856 | −8.783691 |