statsmodels.tsa.ar_model.AutoRegResults.forecast

AutoRegResults.forecast(steps=1, exog=None)

Out-of-sample forecasts

Parameters:

stepsint, 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. The default is 1.

exogarray_like, optional

Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows

Returns:

ndarray or Series

Array of out of in-sample predictions and / or out-of-sample forecasts.

See also

AutoRegResults.predict

In- and out-of-sample predictions

AutoRegResults.get_prediction

In- and out-of-sample predictions and confidence intervals