TVAR.lag_order_selection#

TVAR.lag_order_selection(max_lags=None)[source]#

Score every order from zero to max_lags on one common sample.

Parameters:

max_lags (int | None) – Highest order to score. Defaults to the largest the sample supports.

Return type:

_LagOrderSelection

Returns:

A _LagOrderSelection holding all four criteria.

Raises:

  • SpecificationError – If max_lags exceeds what the sample supports.

  • NumericalError – If the candidates do not share one effective sample, which would make the criteria incomparable.