mesmer.stats.select_ar_order#

mesmer.stats.select_ar_order(data, dim, maxlag, ic='bic')#

Select the order of an autoregressive process

Parameters:

  • data (DataArray) – A xr.DataArray to estimate the auto regression order.

  • dim (str) – Dimension along which to determine the order.

  • maxlag (int) – The maximum lag to consider.

  • ic ({‘aic’, ‘hqic’, ‘bic’}, default ‘bic’) – The information criterion to use in the selection.

Returns:

selected_ar_order (DataArray) – Array indicating the selected order with the same size as the input but dim removed.

Notes

Thin wrapper around statsmodels.tsa.ar_model.ar_select_order. Only full models can be selected.