statsmodels.tsa.vector_ar.svar_model.SVARResults.plot_sample_acorr

SVARResults.plot_sample_acorr(nlags=10, linewidth=8)

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.

Returns

Figure

The figure that contains the plot axes.