Lag

LogL

LR

FPE

AIC

SC

HQ

0

−47.5733

NA

0.0007

1.2335

1.3215

1.2688

1

166.8795

407.9834

4.59e−06

−3.7775

−3.4253

−3.6361

2

214.6916

87.4612^*

1.78e−06^*

−4.7242^*

−4.1078^*

−4.4767^*