statsmodels.tsa.holtwinters.HoltWintersResults.predict

HoltWintersResults.predict(start=None, end=None)[source]

In-sample prediction and out-of-sample forecasting

Parameters:
  • start (int, str, or datetime, optional) – 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. Default is the the zeroth observation.
  • end (int, str, or datetime, optional) – 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. Default is the last observation in the sample.
Returns:

forecast – Array of out of sample forecasts.

Return type:

array