- AutoRegResults.plot_diagnostics(lags=10, fig=None, figsize=None)¶
Diagnostic plots for standardized residuals
Number of lags to include in the correlogram. Default is 10.
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().
If a figure is created, this argument allows specifying a size. The tuple is (width, height).
Produces a 2x2 plot grid with the following plots (ordered clockwise from top left):
Standardized residuals over time
Histogram plus estimated density of standardized residuals, along with a Normal(0,1) density plotted for reference.
Normal Q-Q plot, with Normal reference line.