statsmodels.tsa.arima_model.ARMAResults.forecast

ARMAResults.forecast(steps=1, exog=None, alpha=0.05) [source]

Out-of-sample forecasts

Parameters:
  • steps (int) – The number of out of sample forecasts from the end of the sample.
  • exog (array) – If the model is an ARMAX, you must provide out of sample values for the exogenous variables. This should not include the constant.
  • alpha (float) – The confidence intervals for the forecasts are (1 - alpha) %
Returns:
  • forecast (array) – Array of out of sample forecasts
  • stderr (array) – Array of the standard error of the forecasts.
  • conf_int (array) – 2d array of the confidence interval for the forecast

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARMAResults.forecast.html