| Lag | LogL | LR | FPE | AIC | SC | HQ |
| 1 | −235.4318 | NA | 0.256235 | 4.314086 | 4.411727* | 4.353696* |
| 2 | −229.6872 | 11.07523 | 0.248319 | 4.282652 | 4.477933 | 4.361872 |
| 3 | −226.7900 | 5.481050 | 0.253341 | 4.302523 | 4.595445 | 4.421353 |
| 4 | −221.2978 | 10.19290* | 0.246691* | 4.275635* | 4.666198 | 4.434075 |
| 5 | −219.3950 | 3.462594 | 0.256314 | 4.313424 | 4.801628 | 4.511474 |
| 6 | −214.1920 | 9.281050 | 0.250998 | 4.291748 | 4.877593 | 4.529408 |
| 7 | −210.5568 | 6.353459 | 0.252907 | 4.298321 | 4.981806 | 4.575590 |
| 8 | −208.6482 | 3.266962 | 0.262972 | 4.336004 | 5.117130 | 4.652883 |