statsmodels.regression.recursive_ls.RecursiveLSResults.plot_recursive_coefficient

RecursiveLSResults.plot_recursive_coefficient(variables=0, alpha=0.05, legend_loc='upper left', fig=None, figsize=None) [source]

Plot the recursively estimated coefficients on a given variable

Parameters:

variables (int or str or iterable of int or string, optional) – Integer index or string name of the variable whose coefficient will be plotted. Can also be an iterable of integers or strings. Default is the first variable. alpha (float, optional) – The confidence intervals for the coefficient are (1 - alpha) % legend_loc (string, optional) – The location of the legend in the plot. Default is upper left. fig (Matplotlib Figure instance, optional) – If given, subplots are created in this figure instead of in a new figure. Note that the grid will be created in the provided figure using fig.add_subplot(). figsize (tuple, optional) – If a figure is created, this argument allows specifying a size. The tuple is (width, height).

Notes

All plots contain (1 - alpha) % confidence intervals.