statsmodels.tsa.ar_model.AutoRegResults.plot_diagnostics

AutoRegResults.plot_diagnostics(lags=10, fig=None, figsize=None)[source]

Diagnostic plots for standardized residuals

Parameters:
lagsint, optional

Number of lags to include in the correlogram. Default is 10.

figFigure, optional

If given, subplots are created in this figure instead of in a new figure. Note that the 2x2 grid will be created in the provided figure using fig.add_subplot().

figsizetuple, optional

If a figure is created, this argument allows specifying a size. The tuple is (width, height).

Notes

Produces a 2x2 plot grid with the following plots (ordered clockwise from top left):

  1. Standardized residuals over time

  2. Histogram plus estimated density of standardized residuals, along with a Normal(0,1) density plotted for reference.

  3. Normal Q-Q plot, with Normal reference line.

  4. Correlogram


Last update: Feb 28, 2024