statsmodels.tsa.ar_model.AutoRegResults.forecast¶
-
AutoRegResults.forecast(steps=
1
, exog=None
)[source]¶ Out-of-sample forecasts
- Parameters:¶
- steps{
int
,str
,datetime
},default
1 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.
- exog{
ndarray
,DataFrame
} Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows
- steps{
- Returns:¶
- array_like
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
Last update:
Oct 12, 2024