IRAnalysis.plot()

statsmodels.tsa.vector_ar.irf.IRAnalysis.plot

IRAnalysis.plot(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, component=None)

Plot impulse responses

Parameters:

orth : bool, default False

Compute orthogonalized impulse responses

impulse : string or int

variable providing the impulse

response : string or int

variable affected by the impulse

signif : float (0 < signif < 1)

Significance