statsmodels.tsa.vector_ar.var_model.VARResults.df_model

property VARResults.df_model

Number of estimated parameters per equation, including the intercept / trends

Each equation in the VAR is estimated by OLS, so this counts the number of free parameters entering each individual equation: neqs * k_ar lagged terms plus k_exog deterministic terms. It is not the total number of estimated coefficients across all equations.