How to extract the data from plot_diagnostics?

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Rafael Rapp

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Dec 28, 2023, 12:17:21 PM12/28/23

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Hi, looking for help on how to extract the data using to plot the 4 charts that results from calling "SARIMAXResults.plot_diagnostics" ?

for instance, the first chart on the left has the standardized residuals over time, I want to use this data to plot the standardized residuals against the fitted values.