statsmodels.tsa.forecasting.theta.ThetaModelResults

class statsmodels.tsa.forecasting.theta.ThetaModelResults(b0, alpha, sigma2, one_step, seasonal, use_mle, model)[source]

Results class from estimated Theta Models.

Parameters
b0float

The estimated trend slope.

alphafloat

The estimated SES parameter.

sigma2float

The estimated residual variance from the SES/IMA model.

one_stepfloat

The one-step forecast from the SES.

seasonalndarray

An array of estimated seasonal terms.

use_mlebool

A flag indicating that the parameters were estimated using MLE.

modelThetaModel

The model used to produce the results.

Attributes
model

The model used to produce the results

params

The forecasting model parameters

sigma2

The estimated residual variance

Methods

forecast([steps, theta])

Forecast the model for a given theta

forecast_components([steps])

Compute the three components of the Theta model forecast

plot_predict([steps, theta, alpha, ...])

Plot forecasts, prediction intervals and in-sample values

prediction_intervals([steps, theta, alpha])

Parameters

summary()

Summarize the model

Properties

model

The model used to produce the results

params

The forecasting model parameters

sigma2

The estimated residual variance