Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 45.55481 | NA | 1.32e-06 | −2.18709 | −2.014718 | −2.125764 |
1 | 293.4202 | 430.5031* | 6.65e−12* | −14.39054* | −13.52865* | −14.08389* |
2 | 307.4323 | 21.38689 | 7.63e-12 | −14.28591 | −12.73452 | −13.73394 |