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scikits.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)

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 level for error bars, defaults to 95% CI

subplot_params : dict

To pass to subplot plotting funcions. Example: if fonts are too big, pass {‘fontsize’ : 8} or some number to your taste.

plot_params : dict

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