statsmodels.regression.recursive_ls.RecursiveLSResults.plot_recursive_coefficient
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RecursiveLSResults.plot_recursive_coefficient(variables=0, alpha=0.05, legend_loc='upper left', fig=None, figsize=None)
[source]
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Plot the recursively estimated coefficients on a given variable
Parameters: |
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variables (int or str or iterable of int or string, optional) – Integer index or string name of the variable whose coefficient will be plotted. Can also be an iterable of integers or strings. Default is the first variable.
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alpha (float, optional) – The confidence intervals for the coefficient are (1 - alpha) %
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legend_loc (string, optional) – The location of the legend in the plot. Default is upper left.
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fig (Matplotlib Figure instance, optional) – If given, subplots are created in this figure instead of in a new figure. Note that the grid will be created in the provided figure using
fig.add_subplot() . -
figsize (tuple, optional) – If a figure is created, this argument allows specifying a size. The tuple is (width, height).
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Notes
All plots contain (1 - alpha
) % confidence intervals.