VAR.select_order()

statsmodels.tsa.vector_ar.var_model.VAR.select_order

VAR.select_order(maxlags=None, verbose=True) [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) verbose : bool, default True If True, print table of info criteria and selected orders
Returns:	selections : dict {info_crit -> selected_order}