statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.plot_coefficients_of_determination¶
- DynamicFactorResults.plot_coefficients_of_determination(endog_labels=None, fig=None, figsize=None)[source]¶
Plot the coefficients of determination
- Parameters:
- endog_labelsbool,
optional Whether or not to label the endogenous variables along the x-axis of the plots. Default is to include labels if there are 5 or fewer endogenous variables.
- 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).
- endog_labelsbool,
See also
Notes
Produces a k_factors x 1 plot grid. The i`th plot shows a bar plot of the coefficients of determination associated with factor `i. The endogenous variables are arranged along the x-axis according to their position in the endog array.