statsmodels.tsa.ardl.UECMResults.plot_diagnostics¶
-
UECMResults.plot_diagnostics(lags=
10
, fig=None
, figsize=None
)¶ Diagnostic plots for standardized residuals
- Parameters:¶
- lags
int
,optional
Number of lags to include in the correlogram. Default is 10.
- fig
Figure
,optional
If given, subplots are created in this figure instead of in a new figure. Note that the 2x2 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).
- lags
Notes
Produces a 2x2 plot grid with the following plots (ordered clockwise from top left):
Standardized residuals over time
Histogram plus estimated density of standardized residuals, along with a Normal(0,1) density plotted for reference.
Normal Q-Q plot, with Normal reference line.
Correlogram
Last update:
Oct 29, 2024