statsmodels.tsa.vector_ar.vecm.select_order(data, maxlags, deterministic='nc', seasons=0, exog=None, exog_coint=None)
[source]
Compute lag order selections based on each of the available information criteria.
Parameters: |
|
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Returns: |
selected_orders |
Return type: |
© 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.vecm.select_order.html