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
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.

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.