class statsmodels.tsa.vector_ar.var_model.LagOrderResults(ics, selected_orders, vecm=False)
[source]
Results class for choosing a model’s lag order.
Parameters: |
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In case of a VECM the shown lags are lagged differences.
summary () |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.LagOrderResults.html