Lag | LogL | LR | FRE | AIC | SC | HQ |
0 | −31.81445 | NA | 0.074156 | 3.074041 | 3.173227 | 3.097407 |
1 | 44.97701 | 132.6398* | 9.95e−05* | −3.543365* | −3.245808* | −3.473269* |
2 | 47.43479 | 3.798388 | 0.000116 | −3.403163 | −2.907235 | −3.286337 |