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