Lag | LogL | LR | FPE | AIC | SC | HQ |
0 | 13.16266 | NA | 8.30e−05 | −0.883709 | −0.735601 | −0.846460 |
1 | 71.95378 | 97.13316* | 1.10e−06 | −5.213372 | −4.620940* | −5.064377* |
2 | 81.54048 | 13.33803 | 1.10e−06* | 5.264390* | −4.227634 | −5.003649 |