LagOrderResult

class impulso.results.LagOrderResult(*, aic, bic, hq, criteria_table)

Bases: ImpulsoBaseModel

Result from lag order selection.

Parameters:

• aic (int)

• bic (int)

• hq (int)

• criteria_table (DataFrame)

aic

Optimal lag order by AIC.

Type:

int

bic

Optimal lag order by BIC.

Type:

int

hq

Optimal lag order by Hannan-Quinn.

Type:

int

criteria_table

DataFrame of all criteria values by lag order.

Type:

pandas.DataFrame

Expand for references to impulso.results.LagOrderResult

Choosing Lag Order / Inspecting the criteria table

model_config = {'arbitrary_types_allowed': True, 'frozen': True}

Configuration for the model, should be a dictionary conforming to [ConfigDict][pydantic.config.ConfigDict].

summary()

Return the full criteria table.

Returns:

DataFrame with information criteria for each lag order.

Return type:

DataFrame

Expand for references to impulso.results.LagOrderResult.summary

Choosing Lag Order / Inspecting the criteria table