statsmodels.tsa.statespace.mlemodel.PredictionResults.summary_frame

PredictionResults.summary_frame(endog=0, alpha=0.05)[source]

Summary frame of mean, variance and confidence interval.

Returns
DataFrame

DataFrame containing four columns:

  • mean

  • mean_se

  • mean_ci_lower

  • mean_ci_upper

Notes

Fixes alpha to 0.05 so that the confidence interval should have 95% coverage.