statsmodels.tsa.vector_ar.var_model.VARResults.plot_acorr

VARResults.plot_acorr(nlags=10, resid=True, linewidth=8)[source]

Plot autocorrelation of sample (endog) or residuals

Sample (Y) or Residual autocorrelations are plotted together with the standard \(2 / \sqrt{T}\) bounds.

Parameters:
nlagsint

number of lags to display (excluding 0)

residbool

If True, then the autocorrelation of the residuals is plotted If False, then the autocorrelation of endog is plotted.

linewidthint

width of vertical bars

Returns:
Figure

Figure instance containing the plot.


Last update: May 25, 2024