ARMAResults.forecast(steps=1, exog=None, alpha=0.05)[source]

Out-of-sample forecasts


steps : int

The number of out of sample forecasts from the end of the sample.

exog : array

If the model is an ARMAX, 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