DynamicFactorResults.forecast(steps=1, **kwargs)

Out-of-sample forecasts


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


Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.


forecast : array

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