statsmodels.tsa.vector_ar.var_model.VARResults.plot_sample_acorr

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.

Returns

Figure

The figure that contains the plot axes.