statsmodels.tsa.forecasting.stl.STLForecast.fit

STLForecast.fit(*, inner_iter=None, outer_iter=None, fit_kwargs=None)[source]

Estimate STL and forecasting model parameters.

Parameters:
inner_iter{int, None}, optional

Number of iterations to perform in the inner loop. If not provided uses 2 if robust is True, or 5 if not.

outer_iter{int, None}, optional

Number of iterations to perform in the outer loop. If not provided uses 15 if robust is True, or 0 if not.

fit_kwargsDict[str, Any]

Any additional keyword arguments to pass to model’s fit method when estimating the model on the decomposed residuals.

Returns:
STLForecastResults

Results with forecasting methods.


Last update: May 25, 2024