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Automatically Select Lags For Autoregression Model Statsmodels

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In statsmodels v0.10.1 there was no need to choose the number of lags in Autoregressive AR(p) model. If you chose not to specify the number of lags, the model would have chosen the

Solution 1:

It is now a standalone function, statsmodels.tsa.ar_model.ar_select_order

https://www.statsmodels.org/devel/generated/statsmodels.tsa.ar_model.ar_select_order.html?highlight=ar_select

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