Plotting¶
Plotting functions for VAR results.
plot_fevd(result, figsize=None)
¶
Plot forecast error variance decomposition as stacked areas.
One panel per response variable, showing the share of forecast error variance attributable to each structural shock.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
result
|
FEVDResult
|
FEVDResult from IdentifiedVAR.fevd(). |
required |
figsize
|
tuple[float, float] | None
|
Figure size. Defaults to (12, 3 * n_vars). |
None
|
Returns:
| Type | Description |
|---|---|
Figure
|
Matplotlib Figure. |
plot_forecast(result, figsize=(10, 6))
¶
Plot forecast fan chart with credible bands.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
result
|
ForecastResult
|
ForecastResult from FittedVAR.forecast(). |
required |
figsize
|
tuple[float, float]
|
Figure size. |
(10, 6)
|
Returns:
| Type | Description |
|---|---|
Figure
|
Matplotlib Figure. |
plot_historical_decomposition(result, figsize=None)
¶
Plot historical decomposition as stacked bar charts.
One panel per response variable, showing the contribution of each structural shock over time.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
result
|
HistoricalDecompositionResult
|
HistoricalDecompositionResult. |
required |
figsize
|
tuple[float, float] | None
|
Figure size. Defaults to (12, 3 * n_vars). |
None
|
Returns:
| Type | Description |
|---|---|
Figure
|
Matplotlib Figure. |
plot_irf(result, variables=None, figsize=(9, 6))
¶
Plot impulse response functions with credible bands.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
result
|
IRFResult
|
IRFResult from IdentifiedVAR.impulse_response(). |
required |
variables
|
list[str] | None
|
Optional subset of response variables to plot. |
None
|
figsize
|
tuple[float, float]
|
Figure size. |
(9, 6)
|
Returns:
| Type | Description |
|---|---|
Figure
|
Matplotlib Figure. |