| lag | AIC | BIC | HQIC |
| 1 | −7.35786 | −5.85675* | −6.74807 |
| 2 | −4.20805 | −2.30179 | −3.43836 |
| 3 | −8.37979* | −5.84095 | −7.38298* |
| 4 | −2.14278 | 1.46531 | −0.966633 |