statsmodels.tsa.ardl.UECMResults.forecast¶

UECMResults.forecast(steps=1, exog=None, fixed=None)¶

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 : array_like, optional¶

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

fixed : array_like, optional¶

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

Returns:¶

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

Return type:¶

array_like

See also

ARDLResults.predict

In- and out-of-sample predictions

ARDLResults.get_prediction

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