statsmodels.regression.recursive_ls.RecursiveLSResults.plot_cusum¶

RecursiveLSResults.plot_cusum(alpha=0.05, legend_loc='upper left', fig=None, figsize=None)[source]¶

Plot the CUSUM statistic and significance bounds.

Parameters:¶

alphafloat, optional

The plotted significance bounds are alpha %.

legend_locstr, optional

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

figFigure, 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().

figsizetuple, optional

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

Notes

Evidence of parameter instability may be found if the CUSUM statistic moves out of the significance bounds.

References