statsmodels.tsa.vector_ar.var_model.VAR.select_order

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
Return type:	LagOrderResults