predict(params, start=None, end=None, exog=None, dynamic=False)¶
ARMA model in-sample and out-of-sample prediction
params : array-like
The fitted parameters of the model.
start : int, str, or datetime
Zero-indexed observation number at which to start forecasting, ie., the first forecast is start. Can also be a date string to parse or a datetime type.
end : int, str, or datetime
Zero-indexed observation number at which to end forecasting, ie., the first forecast is start. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, end must be an integer index if you want out of sample prediction.
exog : array-like, optional
If the model is an ARMAX and out-of-sample forecasting is requested, exog must be given. Note that you’ll need to pass k_ar additional lags for any exogenous variables. E.g., if you fit an ARMAX(2, q) model and want to predict 5 steps, you need 7 observations to do this.
dynamic : bool, optional
The dynamic keyword affects in-sample prediction. If dynamic is False, then the in-sample lagged values are used for prediction. If dynamic is True, then in-sample forecasts are used in place of lagged dependent variables. The first forecasted value is start.
predict : array
The predicted values.
Use the results predict method instead.