Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 40.64 | NA | 6.40e−07 | −8.58 | −8.54 | −8.68 |
1 | 47.27 | 8.83 | 3.76e−07 | −9.17 | −9.04 | −9.45 |
2 | 61.57 | 12.71* | 4.79e−08 | −11.46 | −11.24 | −11.93 |
3 | 80.58 | 8.44 | 3.66e−09* | −14.79* | −14.49* | −15.45* |