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

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.

Returns:¶

The figure that contains the plot axes.

Return type:¶

Figure