maxlags : int
Maximum number of lags to check for order selection, defaults to
12 * (nobs/100.)**(1./4), see select_order function
method : {‘ols’}
ic : {‘aic’, ‘fpe’, ‘hqic’, ‘bic’, None}
Information criterion to use for VAR order selection.
aic : Akaike
fpe : Final prediction error
hqic : Hannan-Quinn
bic : Bayesian a.k.a. Schwarz
verbose : bool, default False
Print order selection output to the screen
trend, str {“c”, “ct”, “ctt”, “nc”} :
“c” - add constant
“ct” - constant and trend
“ctt” - constant, linear and quadratic trend
“nc” - co constant, no trend
Note that these are prepended to the columns of the dataset.
|