| Lag | LogL | LR | FPE | AIC | SC | HQ |
| 0 | −116.6632 | NA* | 9.73e+08 | 26.3696 | 26.4134 | 26.2750 |
| 1 | −113.3175 | 4.4610 | 1.18e+09 | 26.5150 | 26.6465 | 26.2313 |
| 2 | −105.9710 | 6.5302 | 7.09e+08* | 25.7713* | 25.9905* | 25.2984* |