Jul-12-2019, 11:50 PM

Hi for all,

i am working on creation of model VAR(Vector Auto Regressive) using python.

here is the pseudo code

i am working on creation of model VAR(Vector Auto Regressive) using python.

here is the pseudo code

model = VAR(MyDataFrame) results = model.fit(maxlags=7, method='ols', ic='aic', trend='c', verbose=False) res2=results.summary() print(res2) print(type(res2)) exit()the result that i have got is shown below:

```
Output:
Summary of Regression Results
==================================
Model: VAR
Method: OLS
Date: Sat, 13, Jul, 2019
Time: 02:39:36
--------------------------------------------------------------------
No. of Equations: 10.0000 BIC: 18.5402
Nobs: 4010.00 HQIC: 17.8205
Log likelihood: -91127.2 FPE: 3.69610e+07
AIC: 17.4253 Det(Omega_mle): 3.10114e+07
--------------------------------------------------------------------
Results for equation TMIN
==========================================================================
coefficient std. error t-stat prob
--------------------------------------------------------------------------
const 51.900181 10.849815 4.784 0.000
L1.TMIN 0.283955 0.037289 7.615 0.000
L1.TMAX 0.352748 0.032167 10.966 0.000
...
Results for equation TMAX
==========================================================================
coefficient std. error t-stat prob
--------------------------------------------------------------------------
const 11.231979 17.159595 0.655 0.513
L1.TMIN 0.061324 0.058975 1.040 0.298
L1.TMAX 0.892760 0.050875 17.548 0.000
L1.UMIN 0.079147 0.013430 5.893 0.000
.....
#result of print(type(res2)) is:
<class 'statsmodels.tsa.vector_ar.output.VARSummary'>
```

```
Error:
my problem is how can i write the above result to excel file??i tried to google my problem but unfortunately i did not found an appropriate solution so any help will be appreciated.
```

Thank you in advance.