statsmodels.tsa.vector_ar.svar_model.SVARResults.plot_acorr

SVARResults.plot_acorr(nlags=10, resid=True, linewidth=8)

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)

  • resid (bool) – 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 instance containing the plot.

Return type:

Figure