VAR¶
Type¶
ml-estimator
Class¶
fire.nodes.ts.NodeStatsModelVAR
Fields¶
Name |
Title |
Description |
|---|---|---|
maxlags |
MaxLags |
Maximum number of lags to check for order selection, defaults to 12 * (nobs/100.)**(1./4), see select_order function |
method |
Method |
Estimation method to use. |
ic |
Information Criterion |
Information criterion to use for VAR order selection. They can be aic:Akaike, fpe:Final prediction error, hqic:Hannan-Quinn, bic:Bayesian |
trend |
Trend |
One of these trends can be used c:add constant, ct:constant and trend, ctt:constant,linear and quadratic trend, n:no constant and no trend |