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Future Business Journal

Table 3 Lag length selection

From: Hypothesizing directional causality between the governance indicators and economic growth: the case of Afghanistan

Lags

LogL

LR

FPE

AIC

SIC

HQ

0

− 738.1088

NA

339.7777

25.69341

25.94208

25.79027

1

− 171.9200

976.1875

0.00000618

7.859312

9.848705

8.634221

2

− 5.338983

246.9995***

0.00000115***

3.804793***

7.534905***

5.257747***

3

25.12047

37.81173

0.00000265

4.444122

9.914953

6.575121

  1. ***Denotes the optimal lag length selected by FPE final prediction error, AIC Akaike information criterion, SIC Schwarz information criterion, HQ Hannan–Quinn criterion
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