Sorry for this question, but I am not sure in this problem. Can I make decision according to AIC, BIC and so on?

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    $\begingroup$ See the answer discussed here. stats.stackexchange.com/questions/389791/… In brief, you'll want to find the smallest number of lags which gets rid of serial correlation, then consider adding additional lags and use AIC, BIC to determine when further additions of lags don't add much in terms of correctly modelling the dynamics (as indicated by AIC, BIC). $\endgroup$ – ColorStatistics Feb 3 at 13:41

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