statsmodels.tsa.vector_ar.var_model.VARResults.plot_sample_acorr

method

VARResults.plot_sample_acorr(nlags=10, linewidth=8)

Plot sample autocorrelation function

Parameters

nlagsint

The number of lags to use in compute the autocorrelation. Does not count the zero lag, which will be returned.

linewidthint

The linewidth for the plots.

plot_kwargskwargs

Will be passed to matplotlib.pyplot.axvlines

Returns

figmatplotlib.Figure

The figure that contains the plot axes.