RecursiveLSResults.plot_cusum(alpha=0.05, legend_loc='upper left', fig=None, figsize=None)
[source]
Plot the CUSUM statistic and significance bounds.
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Evidence of parameter instability may be found if the CUSUM statistic moves out of the significance bounds.
[*] | Brown, R. L., J. Durbin, and J. M. Evans. 1975. “Techniques for Testing the Constancy of Regression Relationships over Time.” Journal of the Royal Statistical Society. Series B (Methodological) 37 (2): 149-92. |
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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLSResults.plot_cusum.html