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:

nlagsint, optional

number of lags to display (excluding 0)

residbool, optional

If True, then the autocorrelation of the residuals is plotted If False, then the autocorrelation of endog is plotted.

linewidthint, optional

width of vertical bars

Returns:

Figure

Figure instance containing the plot.