VAR.select_order(maxlags=None, trend='c')
[source]
Compute lag order selections based on each of the available information criteria
Parameters: |
|
---|---|
Returns: |
selections |
Return type: |
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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.vector_ar.var_model.VAR.select_order.html