statsmodels.tsa.vector_ar.vecm.VECMResults.plot_forecast

VECMResults.plot_forecast(steps, alpha=0.05, plot_conf_int=True, n_last_obs=None) [source]

Plot the forecast.

Parameters:
  • steps (int) – Prediction horizon.
  • alpha (float, 0 < alpha < 1) – The confidence level.
  • plot_conf_int (bool, default: True) – If True, plot bounds of confidence intervals.
  • n_last_obs (int or None, default: None) – If int, restrict plotted history to n_last_obs observations. If None, include the whole history in the plot.

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.vecm.VECMResults.plot_forecast.html