statsmodels.tsa.vector_ar.var_model.VAR.select_order¶
-
VAR.
select_order
(maxlags=None, trend='c')[source]¶ Compute lag order selections based on each of the available information criteria
- Parameters
maxlags : int
if None, defaults to 12 * (nobs/100.)**(1./4)
trend : str {“nc”, “c”, “ct”, “ctt”}
“nc” - no deterministic terms
“c” - constant term
“ct” - constant and linear term
“ctt” - constant, linear, and quadratic term
- Returns
selections : LagOrderResults