Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 73.0334 | NA | 5.81e−08 | −5.3103 | −5.1167 | −5.2543 |
1 | 208.3517 | 218.5911 | 6.11e−12 | −14.4886 | −13.5208 | −14.2099 |
2 | 241.3216 | 43.1144* | 1.83e−12* | −15.7940 | −14.0520 | −15.2923* |
3 | 257.8388 | 16.5173 | 2.32e−12 | −15.8338 | −13.3176 | −15.1092 |
4 | 278.9923 | 14.6447 | 2.93e−12 | −16.2302 | −12.9398 | −15.2827 |