gEconpy.plotting.plot_kalman_filter

gEconpy.plotting.plot_kalman_filter(idata, data, kalman_output='predicted', group='posterior', n_cols=None, vars_to_plot=None, fig=None, figsize=(14, 6), dpi=144, observed=False)

Plot Kalman filter, prediction or smoothed series for variables in idata.

Parameters:

idataxarray.Dataset

Dataset with Kalman filter variables.

datapandas.DataFrame

DataFrame with original time series data.

kalman_outputstr, optional

String indicating whether to plot filtered, predicted, or smoothed series. Must be one of ‘filtered’, ‘predicted’, or ‘smoothed’.

group: str, optional

idata group to plot. One of “prior” or “posterior”. Default is ‘posterior’.

n_colsint, optional

Number of columns in the plot.

vars_to_plotlist of str, optional

List of variable names to plot.

figmatplotlib.figure.Figure, optional

Matplotlib Figure object to plot on.

figsizetuple of int, optional

Figure size in inches.

dpiint, optional

Figure DPI.

observedbool, optional

If True, plot the observed states together with the data series they are fit against. If False, plot the model’s latent states. Default False.

Returns:

matplotlib.figure.Figure

Matplotlib Figure object with the plot.