Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 169.6493 | NA | 1.16E−11 | −16.66493 | −16.51557 | −16.63577 |
1 | 267.5518 | 156.6441* | 1.63E−15 | −25.55518 | −24.95774* | −25.43856 |
2 | 279.6443 | 15.72027 | 1.29E−15* | −25.86443* | −24.81892 | −25.66034* |
3 | 288.5195 | 8.875194 | 1.60E−15 | −25.85195 | −24.35836 | −25.56039 |