statsmodels.tsa.vector_ar.var_model.VARResults.plot_acorr¶

method

VARResults.plot_acorr(nlags=10, resid=True, linewidth=8)[source]¶

Plot autocorrelation of sample (endog) or residuals

Sample (Y) or Residual autocorrelations are plotted together with the standard \(2 / \sqrt{T}\) bounds.

Parameters

nlagsint: number of lags to display (excluding 0)
resid: boolean: If True, then the autocorrelation of the residuals is plotted If False, then the autocorrelation of endog is plotted.
linewidthint: width of vertical bars

Returns