Modifying a statsmodels graph

Question

I am following the statsmodels documentation here: https://www.statsmodels.org/stable/vector_ar.html

I get to the part at the middle of the page that says: irf.plot(orth=False)

which produces the following graph for my data:

I need to modify the elements of the graph. E.g., I need to apply tight_layout and also decrease the y-tick sizes so that they don't get into the graphs to their left.

The documentation talks about passing "subplot plotting funcions" in to the subplot argument of irf.plot(). But when I try something like:

irf.plot(subplot_params = {'fontsize': 8, 'figsize' : (100, 100), 'tight_layout': True})

only the fontsize parameter works. I also tried passing these parameters to the 'plot_params' argument but of no avail.

So, my question is how can I access other parameters of this irf.plot, especially the figsize and ytick sizes? I also need to force it to print a grid, as well as all values on the x axis (1, 2, 3, 4, ..., 10)

Is there any way I can create a blank plot using the fig, ax = plt.subplots() way and then create the irf.plot on that figure?

Answer 1

Looks like the function returns a matplotlib.figure:

Try doing this:

fig = irf.plot(orth=False,..)
fig.tight_layout()
fig.set_figheight(100)
fig.set_figwidth(100)

If I run it with this example, it works:

import numpy as np
import pandas
import statsmodels.api as sm
from statsmodels.tsa.api import VAR

mdata = sm.datasets.macrodata.load_pandas().data
dates = mdata[['year', 'quarter']].astype(int).astype(str)
quarterly = dates["year"] + "Q" + dates["quarter"]
from statsmodels.tsa.base.datetools import dates_from_str
quarterly = dates_from_str(quarterly)
mdata = mdata[['realgdp','realcons','realinv']]
mdata.index = pandas.DatetimeIndex(quarterly)
data = np.log(mdata).diff().dropna()
model = VAR(data)

results = model.fit(maxlags=15, ic='aic')
irf = results.irf(10)

fig = irf.plot(orth=False)
fig.tight_layout()
fig.set_figheight(30)
fig.set_figwidth(30)