Lag LogL LR FPE AIC SC HQ
0 346.4365 NA 2.88E-11 -7.243329 -7.080991 -7.177757
1 1069.332 1338.125 1.30E-17 -21.85812 -20.72175 -21.39911
2 1129.815 104.2369* 7.78e-18* -22.37904* -20.26864* -21.52659*
3 1152.716 36.5443 1.05E-17 -22.10034 -19.01592 -20.85446
4 1190.908 56.06972 1.05E-17 -22.14699 -18.08854 -20.50767
Table 5: Identification of optimal number of lags.