statsmodels.tsa.statespace.mlemodel.PredictionResults

class statsmodels.tsa.statespace.mlemodel.PredictionResults(model, prediction_results, row_labels=None, information_set='predicted', signal_only=False)[source]

Prediction result from MLE models

Parameters
modelMLEModel

The models used to make the prediction

prediction_resultskalman_filter.PredictionResults instance

Results object from prediction after fitting or filtering a state space model.

row_labelsiterable

Row labels for the predicted data.

information_setstr

Name of information set

signal_onlybool

Whether the prediction is for the signal only

Attributes
modelMLEModel

The models used to make the prediction

prediction_resultskalman_filter.PredictionResults instance

Results object from prediction after fitting or filtering a state space model.

information_setstr

Name of information set

signal_onlybool

Whether the prediction is for the signal only

Methods

conf_int([method, alpha])

Confidence interval construction for the predicted mean.

summary_frame([endog, alpha])

Summary frame of mean, variance and confidence interval.

t_test([value, alternative])

z- or t-test for hypothesis that mean is equal to value

Properties

predicted_mean

The predicted mean

row_labels

The row labels used in pandas-types.

se_mean

The standard deviation of the predicted mean

tvalues

The ratio of the predicted mean to its standard deviation

var_pred_mean

The variance of the predicted mean