VARResults.plot_acorr(nlags=10, resid=True, linewidth=8)
[source]
Plot autocorrelation of sample (endog) or residuals
Sample (Y) or Residual autocorrelations are plotted together with the standard \(2 / \sqrt{T}\) bounds.
Parameters: |
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fig |
Return type: |
matplotlib figure instance |
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.plot_acorr.html