environmentaltools.temporal.fit_var_model

environmentaltools.temporal.fit_var_model(data: ndarray, order: int)

Computes the coefficients of the VAR(p) model and chooses the model with lowest BIC.

Parameters:

• data (*) – normalize data with its probability model

• order (*) – maximum order (p) of the VAR model

Returns:

parameter of the temporal dependency using VAR model

Return type:

• par_dt (dict)