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).

Returns:¶

The matplotlib Figure object.

Return type:¶

Figure