AR.select_order(maxlag, ic, trend='c', method='mle')
[source]
Select the lag order according to the information criterion.
Parameters: |
|
---|---|
Returns: |
bestlag – Best lag according to IC. |
Return type: |
int |
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.ar_model.AR.select_order.html