statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.plot_coefficients_of_determination

DynamicFactorResults.plot_coefficients_of_determination(endog_labels=None, fig=None, figsize=None)[source]

Plot the coefficients of determination

Parameters:
endog_labelsbool, optional

Whether or not to label the endogenous variables along the x-axis of the plots. Default is to include labels if there are 5 or fewer endogenous variables.

figFigure, 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().

figsizetuple, optional

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

Notes

Produces a k_factors x 1 plot grid. The i`th plot shows a bar plot of the coefficients of determination associated with factor `i. The endogenous variables are arranged along the x-axis according to their position in the endog array.


Last update: Feb 14, 2024