statsmodels.tsa.ar_model.InformationCriteria#

class statsmodels.tsa.ar_model.InformationCriteria(aic, bic, hqic)[source]#

Result of order-selection information-criteria computations, shared between ar_select_order and ardl_select_order.

Parameters:

aicfloat: The Akaike information criterion for the candidate model order.
bicfloat: The Bayesian (Schwarz) information criterion for the candidate model order.
hqicfloat: The Hannan-Quinn information criterion for the candidate model order.

Methods

`count`(value, /)	Return number of occurrences of value.
`index`(value[, start, stop])	Return first index of value.

Methods

`count`(value, /)	Return number of occurrences of value.
`index`(value[, start, stop])	Return first index of value.

Properties