# statsmodels.tsa.arima_model.ARMAResults.forecast¶

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

Out-of-sample forecasts

Parameters
stepsint

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

exogndarray

If the model is an ARMAX, you must provide out of sample values for the exogenous variables. This should not include the constant. The number of observation in exog must match the value of steps.

alphafloat

The confidence intervals for the forecasts are (1 - alpha) %

Returns
forecastndarray

Array of out of sample forecasts

stderrndarray

Array of the standard error of the forecasts.

conf_intndarray

2d array of the confidence interval for the forecast