statsmodels.regression.recursive_ls.RecursiveLSResults.plot_recursive_coefficient

RecursiveLSResults.plot_recursive_coefficient(variables=0, alpha=0.05, legend_loc='upper left', fig=None, figsize=None)

Plot the recursively estimated coefficients on a given variable

Parameters:

variables : int or str or iterable of int or string, optional

Integer index or string name of the variable whose coefficient will be plotted. Can also be an iterable of integers or strings. Default is the first variable.

alpha : float, optional

The confidence intervals for the coefficient are (1 - alpha) %

legend_loc : string, optional

The location of the legend in the plot. Default is upper left.

fig : Matplotlib Figure instance, optional

If given, subplots are created in this figure instead of in a new figure. Note that the grid will be created in the provided figure using fig.add_subplot().

figsize : tuple, optional

If a figure is created, this argument allows specifying a size. The tuple is (width, height).

Notes

All plots contain (1 - alpha) % confidence intervals.