statsmodels.tsa.ardl.ARDLOrderSelectionResults¶

class statsmodels.tsa.ardl.ARDLOrderSelectionResults(model, ics, trend, seasonal, period)[source]¶

Results from an ARDL order selection

Contains the information criteria for all fitted model orders.

Attributes:¶

aic

The Akaike information criterion for the models fit.

ar_lags

The lags included in the selected model.

bic

The Bayesian (Schwarz) information criteria for the models fit.

dl_lags

The lags of exogenous variables in the selected model

hqic

The Hannan-Quinn information criteria for the models fit.

model

The model selected using the chosen information criterion.

period

The period of the seasonal component.

seasonal

Flag indicating if a seasonal component is included.

trend

The trend included in the model selection.

Methods

Properties

aic	The Akaike information criterion for the models fit.
ar_lags	The lags included in the selected model.
bic	The Bayesian (Schwarz) information criteria for the models fit.
dl_lags	The lags of exogenous variables in the selected model
hqic	The Hannan-Quinn information criteria for the models fit.
model	The model selected using the chosen information criterion.
period	The period of the seasonal component.
seasonal	Flag indicating if a seasonal component is included.
trend	The trend included in the model selection.