statsmodels.tsa.vector_ar.local_proj.LocalProjectionsResults.plot_irfs#

LocalProjectionsResults.plot_irfs(impulse=None, response=None, alpha=0.1, figsize=None, n_cols=None)[source]#

Plot impulse response functions with confidence bands.

Parameters:
impulseint or str or None

Index or name of the shock variable. Plots all shocks if None.

responseint or str or None

Index or name of the response variable. Plots all responses if None.

alphafloat

Significance level for confidence bands.

figsizetuple or None
n_colsint or None
Returns:
figmatplotlib.figure.Figure