statsmodels.tsa.deterministic.DeterministicProcess.out_of_sample¶

DeterministicProcess.out_of_sample(steps, forecast_index=None)[source]¶

Produce deterministic trends for out-of-sample forecasts

Parameters:¶

steps : int¶

The number of steps to forecast

index : index_like

An index-like object. If not an index, it is converted to an index.

forecast_index : index_like¶

An Index or index-like object to use for the forecasts. If provided must have steps elements.

Returns:¶

A DataFrame containing the deterministic terms.

Return type:¶

DataFrame