, ax=None, lags=None, alpha=0.05, method='ywm', use_vlines=True, title='Partial Autocorrelation', zero=True, **kwargs)[source]

Plot the partial autocorrelation function

Plots lags on the horizontal and the correlations on vertical axis.


x : array_like

Array of time-series values

ax : Matplotlib AxesSubplot instance, optional

If given, this subplot is used to plot in instead of a new figure being created.

lags : int or array_like, optional

int or Array of lag values, used on horizontal axis. Uses np.arange(lags) when lags is an int. If not provided, lags=np.arange(len(corr)) is used.

alpha : scalar, optional

If a number is given, the confidence intervals for the given level are returned. For instance if alpha=.05, 95 % confidence intervals are returned where the standard deviation is computed according to 1/sqrt(len(x))

method : ‘ywunbiased’ (default) or ‘ywmle’ or ‘ols’

specifies which method for the calculations to use:

  • yw or ywunbiased : yule walker with bias correction in denominator for acovf
  • ywm or ywmle : yule walker without bias correction
  • ols - regression of time series on lags of it and on constant
  • ld or ldunbiased : Levinson-Durbin recursion with bias correction
  • ldb or ldbiased : Levinson-Durbin recursion without bias correction

use_vlines : bool, optional

If True, vertical lines and markers are plotted. If False, only markers are plotted. The default marker is ‘o’; it can be overridden with a marker kwarg.

title : str, optional

Title to place on plot. Default is ‘Partial Autocorrelation’

zero : bool, optional

Flag indicating whether to include the 0-lag autocorrelation. Default is True.

**kwargs : kwargs, optional

Optional keyword arguments that are directly passed on to the Matplotlib plot and axhline functions.


fig : Matplotlib figure instance

If ax is None, the created figure. Otherwise the figure to which ax is connected.

See also

matplotlib.pyplot.xcorr, matplotlib.pyplot.acorr, mpl_examples


Adapted from matplotlib’s xcorr.

Data are plotted as plot(lags, corr, **kwargs)