Lag | AIC | SIC | HQIC |
1 | −11.23 | −10.54 | −10.97 |
2 | −11.45 | −10.38 | −11.14 |
3 | −11.62 | −10.17 | −11.26 |
4 | −11.74* | −9.91* | −11.33* |