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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.