| Lags | AIC | BIC | HQC |
| 1 | −3.883732 | −3.808992* | −3.853583* |
| 2 | −3.875648 | −3.785959 | −3.839469 |
| 3 | −3.892541 | −3.787904 | −3.850332 |
| 4 | −3.885845 | −3.766260 | −3.837607 |
| 5 | −3.877789 | −3.743256 | −3.823521 |
| 6 | −3.873528 | −3.724047 | −3.813230 |
| 7 | −3.864833 | −3.700403 | −3.798505 |
| 8 | −3.890649 | −3.711271 | −3.818291 |
| 9 | −3.882470 | −3.688143 | −3.804082 |
| 10 | −3.874976 | −3.665702 | −3.790559 |
| 11 | −3.877955 | −3.653733 | −3.787508 |
| 12 | −3.871897 | −3.632727 | −3.775421 |
| 13 | −3.867915 | −3.613796 | −3.765408 |
| 14 | −3.880369 | −3.611302 | −3.771833 |
| 15 | −3.895974* | −3.611958 | −3.781408 |
| 16 | −3.891152 | −3.592189 | −3.770557 |