statsmodels.regression.rolling.RollingRegressionResults.plot_recursive_coefficient¶
-
RollingRegressionResults.plot_recursive_coefficient(variables=
None
, alpha=0.05
, legend_loc='upper left'
, fig=None
, figsize=None
)[source]¶ Plot the recursively estimated coefficients on a given variable
- Parameters:¶
- variables{
int
,str
,Iterable
[int
],Iterable
[str
],None
},optional
Integer index or string name of the variables whose coefficients to plot. Can also be an iterable of integers or strings. Default plots all coefficients.
- alpha
float
,optional
The confidence intervals for the coefficient are (1 - alpha)%. Set to None to exclude confidence intervals.
- legend_loc
str
,optional
The location of the legend in the plot. Default is upper left.
- fig
Figure
,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).
- variables{
- Returns:¶
Figure
The matplotlib Figure object.
Last update:
Dec 11, 2024