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.
Last update:
Dec 11, 2024