Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.var_model.VARResults
»
statsmodels.tsa.vector_ar.var_model.VARResults.fpe
statsmodels.tsa.vector_ar.var_model.VARResults.fpe
¶
property
VARResults.
fpe
¶
Final Prediction Error (FPE)
Lütkepohl p. 147, see info_criteria
Table of Contents
Installing statsmodels
Getting started
User Guide
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Table of Contents
statsmodels.tsa.vector_ar.var_model.VARResults.fpe
VARResults.fpe
Quick search
Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.var_model.VARResults
»
statsmodels.tsa.vector_ar.var_model.VARResults.fpe