statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.plot_coefficients_of_determination¶
-
DynamicFactorMQResults.plot_coefficients_of_determination(method=
'individual'
, which=None
, endog_labels=None
, fig=None
, figsize=None
)[source]¶ Plot coefficients of determination (R-squared) for variables / factors.
- Parameters:¶
- method{‘individual’, ‘joint’, ‘cumulative’},
optional
The type of R-squared values to generate. “individual” plots the R-squared of each variable on each factor; “joint” plots the R-squared of each variable on each factor that it loads on; “cumulative” plots the successive R-squared values as each additional factor is added to the regression, for each variable. Default is ‘individual’.
- which: {None, ‘filtered’, ‘smoothed’}, optional
Whether to compute R-squared values based on filtered or smoothed estimates of the factors. Default is ‘smoothed’ if smoothed results are available and ‘filtered’ otherwise.
- endog_labelsbool,
optional
Whether or not to label the endogenous variables along the x-axis of the plots. Default is to include labels if there are 5 or fewer endogenous variables.
- fig
Figure
,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).
- method{‘individual’, ‘joint’, ‘cumulative’},
See also
Notes
The endogenous variables are arranged along the x-axis according to their position in the model’s endog array.