statsmodels.regression.recursive_ls.RecursiveLSResults.plot_recursive_coefficient¶
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RecursiveLSResults.plot_recursive_coefficient(variables=0, alpha=0.05, legend_loc='upper left', fig=None, figsize=None)[source]¶ Plot the recursively estimated coefficients on a given variable
- Parameters
- variables{
int,str,list[int],list[str]},optional Integer index or string name of the variable whose coefficient will be plotted. Can also be an iterable of integers or strings. Default is the first variable.
- alpha
float,optional The confidence intervals for the coefficient are (1 - alpha) %
- legend_loc
str,optional The location of the legend in the plot. Default is upper left.
- 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).
- variables{
Notes
All plots contain (1 - alpha) % confidence intervals.