statsmodels.regression.rolling.RollingRegressionResults.plot_recursive_coefficient

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

Plot the recursively estimated coefficients on a given variable

Parameters:

  • variables ({int, str, Iterable[int], Iterable[str], None}, optional) – Integer index or string name of the variables whose coefficients to plot. Can also be an iterable of integers or strings. Default plots all coefficients.

  • alpha (float, optional) – The confidence intervals for the coefficient are (1 - alpha)%. Set to None to exclude confidence intervals.

  • legend_loc (str, optional) – The location of the legend in the plot. Default is upper left.

  • fig (Figure, 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).

Returns:

The matplotlib Figure object.

Return type:

Figure