statsmodels.tsa.statespace.mlemodel.MLEResults.get_forecast

MLEResults.get_forecast(steps=1, **kwargs) [source]

Out-of-sample forecasts

Parameters:
  • steps (int, str, or datetime, optional) – If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer. Default
  • **kwargs – Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.
Returns:

forecast – Array of out of sample forecasts. A (steps x k_endog) array.

Return type:

array

© 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.statespace.mlemodel.MLEResults.get_forecast.html