statsmodels.tsa.vector_ar.var_model.VARResults.plot_sample_acorr

VARResults.plot_sample_acorr(nlags=10, linewidth=8)

Plot sample autocorrelation function

Parameters:

nlagsint

The number of lags to use in compute the autocorrelation. Does not count the zero lag, which will be returned.

linewidthint

The linewidth for the plots.

Returns:

Figure

The figure that contains the plot axes.