Select the lag order according to the information criterion.
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.
bestlag : int
Best lag according to IC.
statsmodels.tsa.ar_model.AR.score
statsmodels.tsa.ar_model.ARResults
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