statsmodels.tsa.vector_ar.svar_model.SVARProcess.plot_acorr

SVARProcess.plot_acorr(nlags=10, linewidth=8)

Plot theoretical autocorrelation function

Parameters:

nlagsint, optional

The number of lags to include in the plot.

linewidthint, optional

The linewidth for the plots.

Returns:

Figure

Figure instance containing the plot.