IRAnalysis.plot(orth=False, impulse=None, response=None, signif=0.05, plot_params=None, subplot_params=None, plot_stderr=True, stderr_type='asym', repl=1000, seed=None, component=None)

Plot impulse responses

  • orth (bool, default False) – Compute orthogonalized impulse responses
  • impulse (string or int) – variable providing the impulse
  • response (string or int) – variable affected by the impulse
  • signif (float (0 < signif < 1)) – Significance level for error bars, defaults to 95% CI
  • subplot_params (dict) – To pass to subplot plotting funcions. Example: if fonts are too big, pass {‘fontsize’ : 8} or some number to your taste.
  • plot_params (dict) –
  • plot_stderr (bool, default True) – Plot standard impulse response error bands
  • stderr_type (string) – ‘asym’: default, computes asymptotic standard errors ‘mc’: monte carlo standard errors (use rpl)
  • repl (int, default 1000) – Number of replications for Monte Carlo and Sims-Zha standard errors
  • seed (int) – np.random.seed for Monte Carlo replications
  • component (array or vector of principal component indices) –