statsmodels.tsa.vector_ar.var_model.VARResults.plot_sample_acorr

method

VARResults.plot_sample_acorr(nlags=10, linewidth=8)[source]

Plot sample autocorrelation function

Parameters:

nlags : int

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

linewidth : int

The linewidth for the plots.

plot_kwargs : kwargs

Will be passed to matplotlib.pyplot.axvlines

Returns:

fig : matplotlib.Figure

The figure that contains the plot axes.