statsmodels.regression.rolling.RollingRegressionResults.plot_recursive_coefficient

RollingRegressionResults.plot_recursive_coefficient(variables=None, alpha=0.05, legend_loc='upper left', fig=None, figsize=None)

Plot the recursively estimated coefficients on a given variable

Parameters

variables{int, str, Iterable[int], Iterable[str], None}, optional

Integer index or string name of the variables whose coefficients to plot. Can also be an iterable of integers or strings. Default plots all coefficients.

alphafloat, optional

The confidence intervals for the coefficient are (1 - alpha)%. Set to None to exclude confidence intervals.

legend_locstr, optional

The location of the legend in the plot. Default is upper left.

figFigure, 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().

figsizetuple, optional

If a figure is created, this argument allows specifying a size. The tuple is (width, height).

Returns

Figure

The matplotlib Figure object.