Table 18 Optimal lag Length.

From: Cyclical dynamics and co-movement of business, credit, and investment cycles: empirical evidence from India

Lag	LogL	LR	FPE	AIC	SC	HQ
0	214.7905	NA	2.89e−09	−11.14687	−11.01758	−11.10087
1	239.4450	44.11854	1.27e−09	−11.97079	−11.45365^a	−11.78680^a
2	251.0313	18.90412^a	1.12e−09^a	−12.10691^a	−11.20193	−11.78493
3	258.8322	10.82631	1.26e−09	−12.01988	−10.72705	−11.55990
4	261.8322	4.545298	1.76e−09	−11.72801	−10.04733	−11.13004

LR sequential modified LR test statistic (each test at 5%), FPE final prediction error, AIC Akaike information criterion, SC Schwarz information criterion, HQ Hannan–Quinn information criterion.
^aIndicates lag order selected by the criterion.

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