Plot autocorrelation of sample (endog) or residuals
Sample (Y) or Residual autocorrelations are plotted together with the
standard \(2 / \sqrt{T}\) bounds.
- Parameters:
nlags (int) – number of lags to display (excluding 0)
resid (bool) – If True, then the autocorrelation of the residuals is plotted
If False, then the autocorrelation of endog is plotted.
linewidth (int) – width of vertical bars
- Returns:
Figure instance containing the plot.
- Return type:
Figure
