graphics.tsaplots.plot_pacf()

statsmodels.graphics.tsaplots.plot_pacf

statsmodels.graphics.tsaplots.plot_pacf(x, ax=None, lags=None, alpha=0.05, method='ywm', use_vlines=True, **kwargs) [source]

Plot the partial autocorrelation function

Plots lags on the horizontal and the correlations on vertical axis.

Parameters:

x : array_like Array of time-series values ax : Matplotlib AxesSubplot instance, optional If given, this subplot is used to plot in instead of a new figure being created. lags : array_like, optional Array of lag values, used on horizontal axis. If not given, lags=np.arange(len(corr)) is used. alpha : scalar, optional If a number is given, the confidence intervals for the given level are returned. For instance if alpha=.05, 95 % confidence intervals are returned where the standard deviation is computed according to 1/sqrt(len(x)) method : ?ywunbiased? (default) or ?ywmle? or ?ols? specifies which method for the calculations to use: yw or ywunbiased : yule walker with bias correction in denominator for acovf ywm or ywmle : yule walker without bias correction ols - regression of time series on lags of it and on constant ld or ldunbiased : Levinson-Durbin recursion with bias correction ldb or ldbiased : Levinson-Durbin recursion without bias correction use_vlines : bool, optional If True, vertical lines and markers are plotted. If False, only markers are plotted. The default marker is ?o?; it can be overridden with a marker kwarg. **kwargs : kwargs, optional Optional keyword arguments that are directly passed on to the Matplotlib plot and axhline functions.

Returns:

fig : Matplotlib figure instance If ax is None, the created figure. Otherwise the figure to which ax is connected.

See also

matplotlib.pyplot.xcorr, matplotlib.pyplot.acorr, mpl_examples

Notes

Adapted from matplotlib?s xcorr.

Data are plotted as plot(lags, corr, **kwargs)