'Box plots of the individual series R-square against the number of PCs
Parameters
ncomp : int, optional
Number of components ot include in the plot.  If None, will
plot the minimum of 10 or the number of computed components
ax : Matplotlib axes instance, optional
An axes on which to draw the graph.  If omitted, new a figure
is created
Returns
fig : figure
Handle to the figure'

def plot_rsquare(self, ncomp=None, ax=None):

    import statsmodels.graphics.utils as gutils
    (fig, ax) = gutils.create_mpl_ax(ax)
    ncomp = (10 if (ncomp is None) else ncomp)
    ncomp = min(ncomp, self._ncomp)
    r2s = (1.0 - (self._ess_indiv / self._tss_indiv))
    r2s = r2s[1:]
    r2s = r2s[:ncomp]
    ax.boxplot(r2s.T)
    ax.set_title('Individual    Input    $R^2$')
    ax.set_ylabel('$R^2$')
    ax.set_xlabel('Number    of    Included    Principal    Components')
    return fig
