AutoRegression 模型 statsmodels 自动 select 滞后
Automatically select lags for AutoRegression model statsmodels
在statsmodels v0.10.1中不需要选择在Autoregressive AR(p) model. If you chose not to specify the number of lags, the model would have chosen the best one for you which was ideal for running the model automatically. In the new version 0.11.1 this model is now called AutoReg中的滞后次数，现在看来滞后是强制性的。有没有办法让这个模型在新版本中选择最适合你的滞后数？
它现在是一个独立的功能，statsmodels.tsa.ar_model.ar_select_order
在statsmodels v0.10.1中不需要选择在Autoregressive AR(p) model. If you chose not to specify the number of lags, the model would have chosen the best one for you which was ideal for running the model automatically. In the new version 0.11.1 this model is now called AutoReg中的滞后次数，现在看来滞后是强制性的。有没有办法让这个模型在新版本中选择最适合你的滞后数？
它现在是一个独立的功能，statsmodels.tsa.ar_model.ar_select_order