from statsmodels.tsa.api import VAR
model = VAR(series)
results = model.fit(maxlags=3, trend='c')
results.summary()
# Parameters
# ----------
# maxlags : int
# Maximum number of lags to check for order selection, defaults to
# 12 * (nobs/100.)**(1./4), see select_order function
# method : {'ols'}
# Estimation method to use
# ic : {'aic', 'fpe', 'hqic', 'bic', None}
# Information criterion to use for VAR order selection.
# aic : Akaike
# fpe : Final prediction error
# hqic : Hannan-Quinn
# bic : Bayesian a.k.a. Schwarz
# verbose : bool, default False
# Print order selection output to the screen
# trend : str {"c", "ct", "ctt", "nc"}
# "c" - add constant
# "ct" - constant and trend
# "ctt" - constant, linear and quadratic trend
# "nc" - co constant, no trend
# Note that these are prepended to the columns of the dataset.