statsmodels.tsa.ardl.ARDLOrderSelectionResults#

class statsmodels.tsa.ardl.ARDLOrderSelectionResults(model, ics, trend, seasonal, period)[source]#

Results from an ARDL order selection

Contains the information criteria for all fitted model orders.

Attributes:

Methods

Properties

`aic`	The Akaike information criterion for the models fit
`ar_lags`	The lags included in the selected model
`bic`	The Bayesian (Schwarz) information criteria for the models fit
`dl_lags`	The lags of exogenous variables in the selected model
`hqic`	The Hannan-Quinn information criteria for the models fit
`model`	The model selected using the chosen information criterion
`period`	The period of the seasonal component
`seasonal`	Flag indicating if a seasonal component is included
`trend`	The trend included in the model selection