statsmodels.tsa.statespace.sarimax.SARIMAXResults.plot_diagnostics¶
-
SARIMAXResults.
plot_diagnostics
(variable=0, lags=10, fig=None, figsize=None)¶ Diagnostic plots for standardized residuals of one endogenous variable
- Parameters
- variable
int
,optional
Index of the endogenous variable for which the diagnostic plots should be created. Default is 0.
- lags
int
,optional
Number of lags to include in the correlogram. Default is 10.
- fig
Figure
,optional
If given, subplots are created in this figure instead of in a new figure. Note that the 2x2 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).
- variable
Notes
Produces a 2x2 plot grid with the following plots (ordered clockwise from top left):
Standardized residuals over time
Histogram plus estimated density of standardized residuals, along with a Normal(0,1) density plotted for reference.
Normal Q-Q plot, with Normal reference line.
Correlogram