RecursiveLSResults.plot_diagnostics()

statsmodels.regression.recursive_ls.RecursiveLSResults.plot_diagnostics

RecursiveLSResults.plot_diagnostics(variable=0, lags=10, fig=None, figsize=None)

Diagnostic plots for standardized residuals of one endogenous variable

Parameters:

variable : integer, optional

Index of the endogenous variable for which the diagnostic plots should be created. Default is 0.

lags : integer, optional

Number of lags to include in the correlogram. Default is 10.

fig : Matplotlib Figure instance, optio