statsmodels.tsa.vector_ar.irf.IRAnalysis.plot¶
-
IRAnalysis.plot(orth=
False
, *, impulse=None
, response=None
, signif=0.05
, plot_params=None
, figsize=(10, 10)
, subplot_params=None
, plot_stderr=True
, stderr_type='asym'
, repl=1000
, seed=None
, component=None
)¶ Plot impulse responses
- Parameters:¶
- orthbool,
default
False
Compute orthogonalized impulse responses
- impulse{
str
,int
} variable providing the impulse
- response{
str
,int
} variable affected by the impulse
- signif
float
(0 <signif
< 1) Significance level for error bars, defaults to 95% CI
- subplot_params
dict
To pass to subplot plotting funcions. Example: if fonts are too big, pass {‘fontsize’ : 8} or some number to your taste.
- plot_params
dict
- figsize(
float
,float
),default
(10, 10) Figure size (width, height in inches)
- plot_stderrbool,
default
True
Plot standard impulse response error bands
- stderr_type
str
‘asym’: default, computes asymptotic standard errors ‘mc’: monte carlo standard errors (use rpl)
- repl
int
,default
1000 Number of replications for Monte Carlo and Sims-Zha standard errors
- seed
int
np.random.seed for Monte Carlo replications
- component: array or vector of principal component indices
- orthbool,
Last update:
Dec 23, 2024