statsmodels.tsa.vector_ar.var_model.VARProcess.plot_acorr#

VARProcess.plot_acorr(nlags=10, linewidth=8)[source]#

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.