forecast(steps=1, exog=None, alpha=0.05)¶
steps : int
The number of out of sample forecasts from the end of the sample.
exog : array
If the model is an ARIMAX, 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) %
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
Prediction is done in the levels of the original endogenous variable. If you would like prediction of differences in levels use predict.