AR.select_order()

statsmodels.tsa.ar_model.AR.select_order

AR.select_order(maxlag, ic, trend='c', method='mle') [source]

Select the lag order according to the information criterion.

Parameters:	maxlag : int The highest lag length tried. See AR.fit. ic : str {‘aic’,’bic’,’hqic’,’t-stat’} Criterion used for selecting the optimal lag length. See AR.fit. trend : str {‘c’,’nc’} Whether to include a constant or not. ‘c’ - include constant. ‘nc’ - no constant.
Returns:	bestlag : int Best lag according to IC.