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:
stepsint

The number of steps to forecast

indexindex_like

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

forecast_indexindex_like

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

Returns:
DataFrame

A DataFrame containing the deterministic terms.


Last update: Mar 18, 2024