Consider the example below:
import numpy as np
import pandas=
import statsmodels.api as sm
from statsmodels.tsa.api import VAR
mdata = sm.datasets.macrodata.load_pandas().data
# prepare the dates index
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()
# make a VAR model
model = VAR(data).fit()
model.irf().plot()
This gives:
However, as you can see, the Y axis are different across the charts. I would like to have the same Y axis for all IRFs, so that side-by-side comparisons are more sensible. How can I do that (while keeping the confidence interval bands for each chart)?