Plot autocorrelation of sample (endog) or residuals
Sample (Y) or Residual autocorrelations are plotted together with the
standard \(2 / \sqrt{T}\) bounds.
- Parameters:
- nlags
int
number of lags to display (excluding 0)
- residbool
If True, then the autocorrelation of the residuals is plotted
If False, then the autocorrelation of endog is plotted.
- linewidth
int
width of vertical bars
- Returns:
Figure
Figure instance containing the plot.