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, optional

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

responseint or str or None, optional

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

alphafloat, optional

Significance level for confidence bands.

figsizetuple or None, optional

Figure size passed to matplotlib.pyplot.subplots.

n_colsint or None, optional

Number of subplot columns. If None, chosen automatically.

Returns:
figmatplotlib.figure.Figure