statsmodels.tsa.vector_ar.var_model.VARResults.plot_sample_acorr¶
method
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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.