statsmodels.tsa.vector_ar.svar_model.SVARResults.plot_sample_acorr

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

Plot sample autocorrelation function

Parameters:

• nlags (int) – The number of lags to use in compute the autocorrelation. Does not count the zero lag, which will be returned.

• linewidth (int) – The linewidth for the plots.

Returns:

The figure that contains the plot axes.

Return type:

Figure