def maxlag_selection(self):
'''
最大滞后阶数选择
:return: 不同准则下最优滞后阶数
'''
self.data_prepro()
Y, Y_future, Y_exog, Y_exog_future = self.prepare_Y(0, -10)
model = VAR(endog=Y, exog=Y_exog)
ics = defaultdict(list)
for p in range(self.maxlags + 1):
result = model._estimate_var(p, offset=self.maxlags - p)
for k, v in iteritems(result.info_criteria):
ics[k].append(v)
selected_orders = dict(
(k, np.array(v).argmin()) for k, v in iteritems(ics))
t_str = get_ic_table(ics, selected_orders)
t_str += '\n%s' % str(selected_orders)
self.model = model
self.InfoText.delete(0.0, tkinter.END)
self.InfoText.insert(0.0, t_str)
