statsmodels.tsa.vector_ar.var_model.VAR.select_order¶
method
-
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