Lag | Logl | LR | FPE | AIC | SC | HQ |
0 | −10.29815 | NA | 4.90e−08 | 0.195187 | 0.307211 | 0.240655 |
1 | 115.9574 | 241.9267 | 1.66e−08 | −0.885717 | −0.101551* | −0.567441* |
2 | 163.4667 | 87.62195 | 1.45e−08 | −1.023553 | 0.432756 | −0.432469 |
3 | 204.2512 | 72.28875* | 1.38e−08* | −1.080853* | 1.047598 | −0.216961 |