Table 21 SVAR serial correlation LM test.

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

Lags

2 lags LRE*-Stat

p-values

1 lag LRE*-Stat

p-values

1

9.2235

0.41

9.2235

0.41

2

18.1632

0.44

4.4069

0.88

3

23.4618

0.67

12.1386

0.20

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