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:¶
- Returns:¶
- selections
LagOrderResults
- selections
Last update:
Dec 16, 2024