statsmodels.tsa.vector_ar.svar_model.SVARResults.plot_acorr¶
-
SVARResults.
plot_acorr
(nlags=10, resid=True, linewidth=8)¶ Plot autocorrelation of sample (endog) or residuals
Sample (Y) or Residual autocorrelations are plotted together with the standard \(2 / \sqrt{T}\) bounds.
- Parameters
nlags : int
number of lags to display (excluding 0)
resid: bool
If True, then the autocorrelation of the residuals is plotted If False, then the autocorrelation of endog is plotted.
linewidth : int
width of vertical bars
- Returns
Figure
Figure instance containing the plot.