statsmodels.tsa.vector_ar.irf.IRAnalysis.plot_cum_effects¶
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IRAnalysis.plot_cum_effects(orth=False, impulse=None, response=None, signif=0.05, plot_params=None, subplot_params=None, plot_stderr=True, stderr_type='asym', repl=1000, seed=None)¶ Plot cumulative impulse response functions
- Parameters
- orthbool,
defaultFalse 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 - plot_stderr: bool, 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 standard errors
- seed: int
np.random.seed for Monte Carlo replications
- orthbool,